Here's a link to Lincoln's electrode guide, very informative:
http://www.lincolnelectric.com/asset...ture/C2410.pdf
Choice of electrode starts with the base material, and which electrodes can work with that material- there is some overlap in that a number of different electrodes may weld a given material. Then the thickness of the material drives the electrode diameter, and the electrode diameter drives the amperage range. You may find that you prefer a certain type of electrode over others- I find myself reaching for 6011 or 7018, for instance.
If you're just starting out, and self-teaching, you might start out with thicker base material because it's more forgiving (less burn-through, for instance) and choose an electrode that works with that material to start practicing on. Let us know how it goes!