I agree with Mr Vanderhoof about making one piece of scrap out of many as a first project. Mine had a bead along one face spelling out "E PLURIBUS UNUM" and it also worked great for cutting practice...at the right angle and with enough imagination it even looked a little like an eagle.
Selecting the material for your project will have something to do with the welding equipment you have available. For various reasons I have found "gauge thick" steel harder than "fractional" thicknesses to weld (it's nt the unit of measure that makes it difficult, it's the thickness; the somewhat heavier stuff, closer to 1/8 inch, is easier)
Black Iron pipe is easy to get hold of and will weld nicely, but keep away from anything with plating on it, like chrome, cadmium, or zinc, and, if you choose to clean the steel before welding, and you should, be careful about what you use- some solvent residues can be highly toxic when exposed to arc energy.
good luck
d