There's some good advice in this thread, and some not so good advice.
How far are you riding? If you're riding only a couple of miles on flats, gears don't matter much. Go with what's comfortable.
If you're riding hills and/or some significant miles, gears start mattering a lot more. One of the biggest mistake cyclists make is riding in too large a gear. Here are some examples:
"Ride in big ring. Stay in big ring."
"I usually ride in the big ring."
"Ride on the big ring in the front ..."
Ignore the three posts those quotes are from, and you should be okay.
What you want to develop is the ability to ride with a high cadence, in the 80-100 rpm range, for normal flat riding. It feels strange and uncomfortable at first, but once you get accustomed to it, you'll find you're getting from A to B faster with less effort.
You can get a computer that display your cadence, or you can go the old fashioned way and count how many times your right (or left) knee comes up in 10 seconds, and multiply by 6.
If your cadence is too low, shift down. If your cadence is too high, you'll know.
Books on cycling, like Effective Cycling by John Forester, go into this in more detail, and will cover a lot of other topics you would probably benefit from learning about as well. Like how to ride safely and comfortably in traffic...