Get the "fast and easy" low-cost patterns. I think the top three that I think teach the widest range of techniques to a beginner are drawstring/elastic pants, two-piece pajamas with buttons, and a lined vest. Start with easy things that are USEFUL - it's one thing to sew quilt blocks or pillows just to get practice sewing lines, but if you make yourself some pajamas, or flannel pants you can give to your family members for gifts, it not only gives you some good practice on garments, you can find them a good home!
Doing garments will help you learn about how the shapes of patterns create the shape of clothing - arm holes and sleeves, collars, pants. Pajama patterns also teach the beginnings of collar and facing theory, and a lined vest will help you to learn lining. This is why I prefer them for beginners who really want to learn how to sew their costumes but can't take classes, because of time or budget or lack of lessons/classes in their area.
Founder and Vice-President, Madison Area Costuming Society, a chapter of the International Costumer's Guild
Strange Land Costuming - www.strangelandcostumes.com