Of the three you mentioned a scarf would be easiest. Some sweaters and gloves aren't difficult, but since you are new at this they might prove a bit frustrating till you get the basics down as they require more fitting with increases and decreases, etc.
Before you attempt any pattern I suggest you get some inexpensive yarn and practice knitting and purling. Those are the basics of knitting. Watch Amy's videos that are linked at the top of the forum.
Once you have the basics down check out the patterns at these links.
Lots of patterns here:
Knitting Pattern Central
Easy scarf that a lot of us have made: