Welcome Glitzy, Cynthia, and DereckG!
Glitzy, I use a size 8 needle and "worsted weight" yarn. It's not my favorite yarn, it's rather cheap, a kind of scratchy acrylic. I chose it because it wasn't too fuzzy, so you can see the stitches well, and what's going on, and I happen to have a lot of it that I got for free! LOL.
Cynthia, you may want to do a small project using increases and deccreases and purling, before doing anything too lacey. I don't know what kind of shawl pattern you're looking at, but if it's lacey (has a pattern of lots of holes in it, especially if they're spaced irregularly), then I would definitely try at least one small project that uses these stitches against a more solid, stockinette stitch background. For instance, there's a dish cloth that has a heart shape (pattern here
), that would allow you to try out those stitches first, and practice them.
The reason I'm telling you to do something like this before lace-work, is because it's hard to recognize the stitches you've just done in lace-work, because of all the holes in the fabric. So, it's harder to learn with. Also, it's very easy to get completely lost when doing lacework, and if you mess up, it's really hard to unravel and find you're place. There is the "trick" of using a life-line (see video in basic techniques section), but still, I'd just say that for your first purling and decreasing project, you'd be better off learning the stitches on a project where you can at least see if you've messed up, and you can recognize the stitches and what they're supposed to look like. But after that...hey, knock yourself out! I never hold a beginner back from trying something they want to try; motivation goes a long way. Just know that if you do lacework on a large object, it may take a lot of patience, depending on how complex the pattern is, and how often you have to (heaven forbid) rip it out down to the life-line. And, definitely use a lifeline if it's lacework!
Foldedbird, if you're just playing around and making a swatch for fun, you can use any size needle and yarn you want, although it helps if they're compatible (near the recommended needle size for the yarn). If you have a project in mind, it's a great idea to use the same needle and yarn you want to use for the project, because this way you'll know your gauge from doing the sample.