PLA (Polylactic Acid) is probably the easiest material to work with when you're first starting out with 3D printing. PLA is a biodegradable thermoplastic that has been derived from renewable resources like corn starch and sugar cane. This makes PLA environmentally friendly and very safe to work with.
PLA also has a very sharp glass transition point so if you use a fan to cool it, it will set into a solid very quickly. PLA can achieve a greater range of geometries than are possible with other plastics. It also reduces the thermal stress on the printed part, making warping less of an issue with larger PLA parts.