It depends partly on your hands and your comfort level. I tend to use 8s a lot with worsted weight. 10.5s feel pretty good when I use them with a heavier yarn. Avoid the really huge, tree trunk needles when you're starting out, because they're always a little awkward.
I second the advice to avoid furry novelty yarn. Pick something heavy and smooth, preferably in acrylic because it won't get ratty as fast when you rip out a row or two You might try Softee Chunky, Simply Soft Chunky, Jiffy, or something on that order. In a worsted weight, Red Heart Super Saver is revolting to some people, but I like it, it's inexpensive, widely available, and it'll put up with anything.