Welcome to KH!
There are many online sites and local yarn stores to choose from. If you've never knit before, take a look at online tutorials and videos or take a class at your local yarn store or craft store.
It helpful to start with about size 8 needles and a smooth, light colored worsted weight yarn. Once you can knit and purl, practice and then practice some more. When you're confident in the stitches, looks at patterns for projects that appeal to you, scarves, dishcloths, sweaters, throws etc. There's so much to choose from.
We'll be happy to help along the way.