When you are using weights as part of your workout, stick with the same weight or weights. This is important because constantly having to change weights interrupts the flow of your workout and takes time. Pick out a weight or weights that you are comfortable using throughout your whole routine.
When you start a weight-lifting regiment, start with a lower weight. This will provide you with a solid foundation in terms of your form. If you try to lift weights that are too heavy, you may strain your muscle and you might not be able to achieve the form that is optimal. You want good form because bad form limits the benefits you get from the strength-building exercise, and it also leaves you prone to injury.
Many local colleges offer fitness programs, from yoga to aerobics, so give them a call to see if you can join. They are often offered for free or at a discount for students, but it might even be cheap enough as a non-student or alumni that it's a better deal for you than at a local gym.