In general, this is what is recommended (but it is not an unbreakable rule). Usually the recommended needle size is on the yarn label.
Sock or Fingering Weight: Sizes 1-3
Sport or Baby Weight: 3-5
DK Weight: 5-7
Aran or Worsted Weight: 7-9
Craft or Chunky Weight: 9-11
Bulky Weight: 11+
Advice from a Moose: Think big * Spend time in the woods * Eat plenty of greens * Hold your head up high * Stay on track * Keep your nose clean * It's OK to be a little wild!