A Recommender System (RS) works much better for users when it has more information. In Collaborative Filtering, where users' preferences are expressed as ratings, the more ratings elicited, the more accurate the recommendations. New users present a big challenge for a RS, which has to providing content fitting their preferences. Generally speaking, such problems are tackled by applying Active Learning (AL) strategies that consist on a brief interview with the new user, during which she is asked to give feedback about a set selected items. This article presents a comprehensive study of the most important techniques used to handle this issue focusing on AL techniques. The authors then propose a novel item selection approach, based on Multi-Criteria ratings and a method of computing weights of criteria inspired by a multi-criteria decision making approach. This selection method is deployed to learn new users' profiles, to identify the reasons behind which items are deemed to be relevant compared to the rest items in the dataset.