Knitting needles come in different materials. My favorite type are Pony Pearl needles. My reasoning follows.
I tried knitting needles made out of wood, steel, aluminum, nickel-plated aluminum, and acetate-coated steel wire. I learned on a pair of plastic 4mm single-point ones because that pair was the one my grandmother didn't use and didn't have stuck in a project. There was a reason why she wasn't using them: these knitting needles were too lightweight, with too sharp points, and with yarn-catching seams. Nothing of the above made learning easier, but I knew no better. Bamboo knitting needles were very nice, but splintered and eventually broke. Birchwood needles I tried had no "give", they added too much traction to the work, and they had too sharp points shaped like a sharpened pencil. Aluminum knitting needles have good shape, but they bend easily. Dark aluminum oxide can stain your yarn. Fine steel wire needles are good, especially short two-point sock needles. Besides, no other fine 1mm needles are available. Unfortunately, steel wire knitting needles rust. Thick steel knitting needles are too heavy. They don't bend as easy as aluminum ones, but they do bend and are virtually impossibly to set back straight. Nickel-plated needles, both aluminum and steel, have good shape, but surface is too slippery. They are OK for cotton yarn.
My favorite knitting needles are Pony Pearl needles. They are acetate plastic outside, steel wire inside up to 4mm size, single point or circular. My set is all grey, with size marked in millimeters on end beads. Sizes go by 1/2mm increment from 2 1/2mm (between 1 and 2 US sizes) to 6mm (US size 10). The set includes two circular needles, sizes 3mm and 6mm, nicely tapered to the end there thick flexible nylon string is attached. Also, the set includes a ruler marked up to 10cm on one side and up to 4" on another, with a knitting needle gauge. One short two-point straight needle, two different zigzagged two-point needles and a long safety-pin-like lock to set stitches aside are nice additions. The set doesn't have smaller needles. 1mm two-point "sock" needles or long 1mm knitting needles come only in strong steel wire. The surface of Pony Pearl knitting needles is smooth, but not slippery. They don't click as noisily as steel or aluminum knitting needles. They have a "give", flexing just a little bit. The best thing about Pony Pearl needles is their points: they are not too sharp to split yarn or hurt fingers, and the beginnings of the tips, there tapering starts, are not straight cones, like sharpened pencils, but slightly curved outwards, making much smother shape.
See also: knitting yarn.