I think the idea of starting with a hat is excellent advice. That way, you'll get used to the DPNs without having to start out on them, which as others have said, can be a bit tricky! The positive side of starting out with DPNs, though, is that it gets much easier even after the first round!
I have some Clover DPNs (bamboo) that I love. They are, as someone else pointed out, somewhat sticky which helps keep your stitches from sliding off the needles--especially on needles that aren't being immediately worked with.
Here are a couple of tips for you that I've found helpful:
For the most part, ignore the other needles--except for the ones you're working with, of course. The only exception to this is when I scoot the yarn close to the needle tips (but not so close that it slips off). This is especially true for the two needles closest to where I'm working, but often I do it for the "next" needle in line to be knitted, too. This keeps the bulk of the needles away from where I'm working.
When you move from one needle to the next, give a good tug on the first stitch on the new needle to prevent gaps.
Sometimes I will shift the stitches around (i.e., move more stitches to a needle). I do this to make sure that I don't have holes between needles, but if you do #2 above correctly, it's probably not necessary.
I would also recommend first buying the needles you can easily find. That way, you can see if DPNs are something you like. Then, once you determine whether you like them, you can look for and invest in DPNs for your preferred sock yarn. I will say this, though, sizes 6-10 will probably be a bit more manageable for learning purposes, so if Michaels has one of those sizes, you might start with one of them.
I find working with DPNs very satisfying. There's something about knitting all the stitches off one needle at a time that brings about a sense of accomplishment in me. Corny, I know, but there you have it! :teehee:
Happy knitting and I hope DPNs turns out to be a technique you love!