From the rec.games.go FAQ:
"You can determine your strength only by playing against others with known strength."One of the great things about IGS is that it has players from every corner of the globe. Unfortunately, ranking standards vary from place to place, and so it may happen you are over- or underranked with respect to some other players.
This does not necessarily mean that it would be a statement of distrust to your local standard of rating, however. As evidenced by the quote from the FAQ, if it allows the local games to be correct, it is perfectly good enough.
A means to overcome this problem is to use the IGS rating system (see 'help ratings' on IGS). But please note that the ratings in the IGS are variable, and indeed, so is the whole rating system in there; it has happened that the whole rating scale got adjusted, and this may and probably will happen again. Further, as the IGS administrators claim, the IGS ratings are internal to the IGS only, and not applicable elsewhere as such.
If you have no idea what your initial rank should be, don't hesitate to discuss the matter with IGS players. IGS is a friendly place and many people will be glad to help you out. Most are likely willing to play a game or two to help you out of this dilemma.
Some people choose not to use the rating system for legitimate reasons. For example, they might feel ratings are too competitive and detract from the fun of the game. Others see no need of it, most especially the acknowledged strongest players and visiting professionals.
But when setting your rank, it is important to realize that it is considered impolite to set one's rank at a wildly incorrect level. For example if your strength is close to shodan, setting your rank to, say, 15 kyu is guaranteed to offend others.
Also, if the rating system in the IGS does not work to your satisfaction, you are in no way obliged to use it, far less to mess it up. Some other players may be interested and willing to support it, and others really want to use the autoranks. Please, please respect others' ranks, lest you gain some players' enmity. The proper way to not to use the rating system is not to set an initial rank but to keep it 'NR' all the time.
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