I have 2 thoughts-- the first is that you've got the yarn and the small needles and so in a way you're all set to go with socks. But the 2nd is that sock construction is a bit complex-- nothing impossible, but for the first time on dpns, I might try something much more basic. Maybe a hat? You'd need bigger needles and thicker yarn, probably, but this one below is a great standard hat. I just wrote out for another post, how to convert the pattern (which is written for flat knitting) into the round, and so I'm copying and pasting it, below the link. All you will do is to divide your stitches as evenly as possible on 3 needles (if you are using a set of 4-- the 4th is your working needle) or 4 needles (if you are using a set of 5-- then the 5th one is your working needle). The one hint I would give for using dpns, is that you need to mark your rounds-- otherwise you will lose track of the beginnings of your rows (have you ever worked with a circular needle before?). Unlike with a circular, the marker is going to fall off of the end of the needle. So after a few rows, just stick a safety pin in the fabric at the point where your rows begin. Before that, you won't lose your starting point because the tail of your cast on will be there. Of course, it will ALWAYS be there-- but it's just easier when you get going to not have to look back for it all the time.
1. When you cast on, subtract 1 stitch from the number they give you (so if they say cast on 51, you're only going to cast on 50). This is true for every size and every yarn weight.
2. Join the stitches and go to their directions for ribbing. In their "row 1", where it says K2 P2, repeat to end, and then K1, delete that last stitch, the K1 (you'll see that you won't have that last stitch to work anyway, since you cast on 1 less. That would have been your seam stitch if you were knitting flat). Then ignore their directions for "row 2" and just keep repeating row 1, so that you will knit your knit stitches and purl your purl stitches, since you are knitting in the round. Also, if you like a K1 P1 rib better, do that instead-- you'll still come out right in your numbers.
3. Crown instructions-- knit all the rows, instead of knit 1 row, purl 1 row, since you are knitting in the round. Ignore ending with a purl row.
4. Shape top instructions-- on the odd number rows, you are going to be decreasing in 4 sections of the hat (you divide your stitches into 4 sections. So if you have 80 stitches, you will decrease in each set of 20 stitches). It then tells you to finish those rows with K1. Ignore that last K stitch--again, that's your seam stitch you've left off since you are working in the round. Then on the even numbered rows, they tell you to purl-- just knit them, since you are in the round.