It's really important not to start with super thick or super thin yarn right off the bat. I made that mistake - at first I got this thin merino-silk blend because it looked so pretty, and then I was totally frustrated because you could barely see the stitches and I kept making mistakes without noticing them. Go for something medium thickness instead (like a 4-6 weight, I'd say), where you can actually see what you're doing. Acrylic is completely fine for beginners, even though a lot of people look down on it - it doesn't itch, it's cheap to practice with, and if you mess up, you don't feel guilty about ruining expensive yarn.
What matters way more than the exact material composition: go to a local yarn shop. The people there can show you which yarn works with your hands (some people like smooth, others prefer rough textures) and help you with needle size too. That saves you a ton of trial and error. Ordering online is tempting, but if you don't know how something feels, you'll end up with yarn you don't enjoy working with.
One more tip: get a light color, not dark blue or black. I underestimated that, but dark stitches are really hard to see, especially when you're just starting out and the lighting isn't perfect. And be patient - you'll definitely have to rip out your first project, that's totally normal and everyone's been through it.