The easiest thing to do for a first sock is a tube sock. Tube socks don't have shaped heels, which are the hardest part to knit on socks. Here are two tube sock patterns:
This one is on two needles:
http://gailbable.tripod.com/id34.html
This one can be on either double pointed or circular needles:
http://gailbable.tripod.com/id35.html
If you are up for the challenge of doing a sock, heel and all, here is a basic sock pattern which I've used:
http://www.sweaterscapes.com/sockinst.htm
And here is a sock demo of a woman making socks with a lot of pictures that also helped me when I made my first socks:
http://www.royea.net/sockdemo1.html
Good luck!
Rebecca