You should get the smallest you can bear, not hurting, but your toes should be slightly curved, it does make a big difference. With other brands you usually need to get one size smaller than your street shoe size, Mad Rock already takes that into consideration, usually you'll need half a size bigger. Also try out different shoes, some may adjust to your feet better, shape matters. When I started climbing I got big sized pretty comfortable shoes, It felt great at first but after 2 or 3 months you'll notice you need a better grip, and more sensitivity, otherwise you'll have to stick to medium or large footholds. Your fingers shouldn't move at all inside, you'll probably have to take them off between your first climbs, but that's the way it's supposed to be. Remember these would give almost half a size, while unlined leather ones will give up to a full size after a while.

Companies' sizing really varies with climbing shoes. Mad Rock runs really small. Your toes should be pushing against the front of the shoe, but if they hurt, they're no good, regardless of the size. You'll stick with climbing longer if they're not painful, and it's really not a big deal until you're climbing really hard routes.