What is the most common size used??

It more depends on which pattern you use and what it is - socks, baby things, sweaters, scarves, hats, chunky knits. For regular knitting like scarves, hats or sweaters, people use size 6 to 10. For learning to knit I suggest size 10s and worsted weight yarn in light or variegated colors. You can see the stitches more easily.

Most knitters build up a "stable" of knitting needle sizes. Then you can take your choice. Whatever your current project needs to fit best.

Usually once you buy a set of knitting needles, you have them for life.
Dot

What everyone else said. It's going to depend on your knitting style and usual gauge. I must have enough size 8s around here to make a bed of nails, but that's what gives me a decent gauge on Red Heart Super Saver, which is what I use the most. Chunky patterns are usually a 10 1/2 or an 11 to get gauge. Baby stuff...well, that always takes some fussing for me.

You'll know what you like the best, what projects do best on what kind of needles, etc. Watch Goodwill and grab the next big bundle of needles that comes along. It'll probably be a mishmash of sizes, materials and lengths. Something in there will suit you very nicely, and you'll be off to the LYS after more of whatever it is.