The reed is attached to the mouthpiece and vibrates to create a sound when you blow. Most reeds are made of cane, although it is possible to buy synthetic reeds. To begin with, you will probably need to use a fairly soft reed such as a 1or 1½ .As your lips and facial muscles develop you will be able to play with harder reeds.
The higher the number on the reed, the thicker it is, making it harder to play but also producing a stronger tone. The choice of reeds is a fairly personal thing. When selecting a new reed, make sure it has no cracks around the tip and is not warped. These things can make it difficult or impossible to get a good sound. Keep your reed in its plastic cover between practice sessions. This way it will last longer.