Many popular modern instruments make their sound by amplifying the waveform from a tension pulled 'string'. The most popular instrument being the guitar. A guitar string is often constructed from steel and bronze metals, though nylon strings are common for classical instruments. Strings are a part of your instrument that needs to be changed periodically to maintain an optimum sound.
After selecting the type of guitar string, consider the gauge (thickness) of the string set. Different play styles, desired sound and playing level should all play a part in string selection. There is usually a Light, Medium and Heavy gauge available. If you beginning, stick to a lighter gauge guitar string set, and consider heavier gauge as you progress.