Hey Tammy...WTG on knitting socks, they are such FUN!
I highly recommend using a dk or worsted wt yarn and size 5-7 dpns. I say this because the initial sock is much easier with this size yarn/dpns..it goes faster and is not quite so "clumsy". Silver's sock tutorial is great. If you get a chance to watch the socks episode of Knitty Gritty...go for it, this is where I learned to knit socks, you can see videos and get the pattern which I used and highly recommend also for the 1st socks here...this pattern/tutorial uses 5 dpns, Silver's uses 4 dpns. I'm more comfortable with 5...whatever your preference is, of course, fine!
Happy Knitting and don't hesitate to ask any other questions.