Your issue is that first == "a" or "e" is being evaluated as (first == "a") or "e", so you're always going to get 'e', which is a True statement, causing "vowel" to be printed. An alternative is to do:
original = raw_input('Enter a word:')
word = original.lower()
first = word[0]
if len(original) > 0 and original.isalpha():
if first in 'aeiou':
print "vowel"
else:
print "consonant"
else:
print "empty"
