If you have the option try to do multiple internships in various types of Finance (Corporate, Investment, Financial Planning...); this way you can see which one you like the most and which one you can see yourself doing long term.
A first good internship will vary based on what you are interested in, if you have some previous business experience a role in FP&A might be a good place to start. If you like the stock market and follow it you might be interested in an investment research role as a first stepping stone.
Always remember that this is the first step into the professional world so make sure to treat the internship seriously but also know that you can always change career path if you'd like.
Investment Finance and Corporate Finance.
Investment Finance would focus more on stocks, bonds, financial planning and such for individuals or groups. This is like the Wolf of Wall Street Character.
Corporate Finance would focus more on creating financial reports for companies, analyzing prices and revenue of products, determining how many people to hire and how to align that to business strategy. This is like the CFO of a company.
Many of the same skills will apply to both. Things like understanding Net Present Value analysis, making appropriate comparisons, comparative advantage and basic economics, etc...