Taking up a new craft can be daunting at first, but with the right tools and supplies, it can be a pleasurable pursuit. Knitting is no different. There are myriad brands, colors, gauges, drapes, fibers and more, all of which can be confusing.
Pick an inexpensive yarn to begin any pattern, but pick a color that you like because you will be looking at it for a while. Synthetic yarns are great options when just beginning, because they are durable, less likely to fray, and are easy to work with. Also, pick a lighter color. Dark colors are hard to see, and when you are learning different stitches, you need to be able to see individual stitches.
Finally, picking a medium weight yarn is a great idea. This kind of material will be thick enough to be handled comfortably, but not too thin that the stitches will be tiny. Local hobby stores often sell a variety of medium weight yarns that are also inexpensive.