If you don't already, I want you to take the next five minutes or so that it'll take to read this essay to consider learning to knit.
If you're reading this, you probably spend a lot of your time staring at screens. You probably spend a lot of your time solving abstract problems, and problems that are stopping you from solving other abstract problems. You're probably depressed, or burnt out, or anxious, or have been depressed or burnt out or anxious at some time.
Knitting helps. It helps me, anyway, and maybe it'll help you.
Knitting is tactile, knitting is soft, it gets me out of my head and into the physical world of sensations and objects. It gives me an excuse to buy, touch, consider, smell, and spend time with yarn. (Colors!) It gives me a sense of accomplishment, even when – especially when! – I can't do anything else.
Knitting is a fantastic fidget toy. I am much better at paying attention to conversations, especially group conversations, especially video conversations (hello, remote meetings) with some knitting in my hands than I am without. I can actually listen, rather than thinking about what I'm going to say next, or getting distracted entirely.
Knitting is also really code-y and algorithm-y, but in a way that's like 90 degrees off from my usual code-and-algorithms work. I started because I read some article about the loom-and-textile origins of programming and went, huh, sure, I've been wanting an excuse to buy yarn.
(I can't emphasize enough how much knitting started as an excuse to buy yarn. I have coveted the yarn section of craft stores for so long. I appreciate knitwear now that I can make it but at first it was very ugh, fine, I'll find some way to dispose of all these hats, just let me buy yarn.)
Then I dropped a stitch for the first time. And had to repair it. And oh, man, to have the debugging part of the ol' brain click on for a physical object. Not just that: The object and its recursive interaction with itself. It stretches a very familiar part of my brain in a very new way and that feels good.
Back to that "sense of accomplishment" bit for a minute.
I am haunted by a very particular demon, a demon that yells at me when I'm doing anything that's not "productive." This demon dismisses anything I do "accomplish" with "Well that doesn't count, because it was easy," or "that doesn't count, because it was fun." This is how I get to saying things like, "I didn't do anything today, all I did was study Mandarin for a couple of hours and make mojitos."
This demon can make it impossible for me to rest, because even if I do manage to sit down to the allegedly restful activity: Demon shouting. Very distracting.
During the worst of my burnout, I couldn't focus long enough to "do" anything that satisfied the demon, but I couldn't restrain or distract the demon while resting, either. I ended up playing Civilization 6 all day for weeks and feeling only vaguely guilty about it, because I'd learned that the alternative was worse.
Then I learned how to knit. It is very, very hard for this particular demon to call an activity that produces a physical object, that I can hold in my hands, and that will ultimately keep me or a friend warm, "not productive."
And knitting is restful, or can be. If the project is simple, it can become time to let my mind wander, or to listen to an audiobook. If the project is complex, it's fully absorbing, in a way that can quiet my mind for a while.
If you have a similar demon, knitting might help.
If, at this point, I've convinced you: a few links.
I went the book route, with Stitch 'n Bitch: The Knitter's Handbook. I now also have Vogue Knitting The Ultimate Knitting Book, which is a lot less personable but also more comprehensive. If I kept just one it'd be Vogue but YMMV.
Okun is dead on that your first project, after your practice squares, should be a hat. I spent far too much time fretting over "which hat," and ultimately started with this bulky weight, stockinette stitch pattern from the Spruce Crafts, but, again, knowing what I know now? Get Ann Budd's The Knitter's Handy Book of Patterns.
If you can, get to a local yarn store. Tell them you're a new knitter and that you're looking for an aran or bulky weight yarn to practice with. Get something that's 100% wool, unless you have a wool sensitivity. It's stretchier than acrylic, it smells "sheep-y," and your knitting will pretty slow early on, so a few skeins will last you a while.
If you can't get to a local yarn store, skip Michael's and buy yarn online. You can get the Lamb's Pride yarn that Stitch 'n Bitch recommends straight from the manufacturer. I personally like Quince and Co's Osprey for solid colors and Malabrigo's Rios for variegated colors. Malabrigo is also nice because it's honest-to-goodness actually machine washable, so it's a good choice for kid stuff, pet stuff, and anything else you expect to be washing a lot.
I don't have as crisp a recommendation regarding needles. It's probably a little easier to learn to knit with straight needles, since it gives you a longer lever. I was pretty happy with Takumi 13" Bamboo Size 9 to start with. (The exact size you need will vary depending on the project and the yarn, but that should be roughly right for the yarn I linked above.)
For your first set of circular needles you probably want a single pair, not an interchangeable set, but a lot of the folks who sell sets also sell individual pieces too so you can try them. I really like double-pointed needles now but didn't at first, and I had a strong preference early on for bamboo but right now prefer metal. I expect this to continue to change, so, don't get too hung up on "which needles do I like best" when you're first knitting, just get something.
Also, for that hat? You don't need to fuss with circular swatching. You can, of course, but don't let swatching or thinking that you need to swatch stop you from starting and finishing your first project. A hat with a 2-knit, 2-purl ribbed edge is going to be pretty stretchy and is going to fit a lot of people.
Finally, if you end up following this instructions and get yourself into knitting, or find yourself stuck, get in touch. I'd love to see pictures of that first hat.