You don't have to get bamboo needles, that's just a preference, many of us love metal ones. Worsted weight is most commonly used, it's usually labeled a 4; baby weight is 2 or 3. I'd recommend starting on size 10 and inexpensive variegated worsted yarn to practice on. Do a CO, knit a few rows (garter stitch), then got to alternating knit a row, purl a row (stockinette stitch). Practice some increases and decreases as shown in the videos here, then maybe alternating knit and purl stitches on the same row (ribbing). Don't worry if it's not perfect, that comes with practice. After you've got the hang of it, you can look around for patterns for soakers and get the correct needles and yarn for them.
sue- knitting heretic