What kind of projects are you thinking of making first - scarves, hats, blankets?
For beginners, you want yarn that's forgiving, and that usually means something in the worsted or bulky weight range. Thicker yarn moves faster, which keeps motivation high, and mistakes are way easier to spot and fix. Skip the fingering weight stuff for now - it's tedious when you're still learning tension control. Cotton blends and acrylic are genuinely solid choices here. They're cheap enough that frogging (ripping back) doesn't feel like a tragedy, and they hold their shape well while you're learning. Brands like Caron, Red Heart, and Lion Brand have options around $3 - 6 per skein, and honestly, beginners can't tell the difference between a $5 worsted and a $15 one yet anyway.
Merino does feel nicer on the needles, but save that for when you've got a few projects under your belt. Right now, focus on something that won't make you want to quit - and that's usually about yarn that shows your stitches clearly without being slippery. A medium gray or cream colored yarn in acrylic actually teaches you more about your own technique than variegated stuff does, since you can see exactly what your tension's doing. Hit up your local craft store (or online if that's easier) and grab a couple of skeins in different weights to experiment. You'll probably waste maybe 20 - 30 bucks learning what feels right in your hands, and that's time and money well spent before you commit to anything pricey.