Pine is inexpensive, but it is a softwood and doesn't behave the way hardwoods do. Because it is soft, it is flexible and let's you "squeeze" joints together a little more forgivingly. So much so, that it might make you (okay, me) a little sloppy sometimes. Pine leaks pitch for years and is sometimes considered an unsuitable wood for fine furniture. Then again, I've seen whole houses of pine furniture and flooring that were exactly what the owners wanted. Pine is a great wood for kids furniture.
Poplar is a little harder than pine, but still relatively soft. It is very straight and inexpensive, although it might not finish as richly as most others. Poplar is so soft that you can't really refine delicate shapes like spindles and arms without risk of breaking the joints. But it is harder and more uniform than pine.
Oak is hard, relatively inexpensive, but pretty grainy. Some people really like it for this reason, some don't. It tends to splinter a bit and you certainly have to work to get the end grain finished smoothly. Oak tends to have a "common people" aesthetic, which is why it is often used for church pews and caskets where emphasizing simplicity or a humble nature is important. But I've seen some pretty sophisticated modern furniture done in oak that would defy that definition, too. Oak has the benefit of having different appearances depending on the cut (sawn quarter, flat, or rift). Ash is sort of like oak with maybe even more grain. Hickory is also similar but maybe a bit more obstinate.
Maple is about as hard as you'll commonly find from North America and not much more expensive than oak. I like maple because it has poplar's straight, uniformity suitable for beginning woodworkers but takes finish well and looks great with good consideration of grain and board sawn orientation. Like oak, maple has many different cuts and variations like bird's eye, quilted, and tiger striped. But for such a good, hard wood, maple is not too expensive compared to most other hardwoods since it is common across the east coast.
Walnut is a little more likely to chip than maple and has a bit more figure in the grain. It is dark, but not as dark as what most furniture stores commonly call walnut. With clear stains, walnut is beautiful and tends more toward purple than the chocolate stains everybody always puts on birch/poplar to make it seem like walnut. Some people love walnut and this insistence and less common supply means it is usually more expensive than maple.
Cherry is also a nice wood to work that has a bit more figure to the grain than maple. Cherry wood is not red. Everybody thinks it is because there is a lot of fake furniture in stores called cherry that is really something else stained red. Natural cherry is much more beautiful and changes color over time, especially when exposed to sunlight. The traditional use of cherry for furniture means that it is more expensive.
Everything else is typically more expensive, rarer, harder to find in bulk, less easy to work... and probably an excellent choice to enjoy as you grow in your skills. The beauty of wood is that there are so many types to try. Bloodwood, purple heart, holly, beech, cedar, "mahogany", teak, wenge... there is not enough lifetime to try them all!
(Note that I've completely generalized across these woods. In reality each has numerous varieties. In fact, there are dozens of types of maple alone. Landscape architects often use Latin names for this reason. Understanding the exact species of wood will clarify why one soft maple looks red and the other brown. Even where a specific tree grew and how old it was when felled will make a difference in the nature of its grain and color. Old grizzled woodworker love looking for odd wood with character because they can further emphasis it. This is when woodworking transitions to art. But I digress, this is the point of learning about wood and working with it.)
