Bit difficult - you need to get the yarn and needle sizes about right so you can knit one with the other, and you need the right sort of needles for the technique you want to use - double pointed for knitting in the round, or circular needles if you prefer them - or straight ones with stops on the ends for flat knitting.

Many yarns have information about the gauge you will get with the suggested needle size on the band, though for socks and hosen you knit tighter than that, on smaller needles and more st and rows to the inch so as to make a firmer fabric - you don't want folds of soft knitting forming under your foot when walking.

It really needs someone to guide you to the right yarn and needles for the project you have in mind, and possibly find you a pattern as well.

You might be better off starting out in a shop where you can get advice from those selling you the kit. It can be difficult to find expertise these days as so many people take free advice and then buy over the internet, putting shops out of business and hands on teaching and advice out of reach (our three local knitting/sewing shops all went that way)

Personally I have loads of all sorts of needles and yarn - it can get to be a serious urge to aquire on Ferenghi proportions. I never seem to have enough of the 4mm needles of any kind, they being the most usual for the Double Knitting yarn, which is still the most popular for knitting here in the UK.