If your character has the ability to cast spells, you should read the general section on spellcasting, and also read the “Spellcasting” section for your class in the Player's Handbook—different classes have different ways they prepare and cast spells. That section will tell you how many spells and/or cantrips you know at level 1. Note that your character level is different and completely unrelated to spell levels; it’s just one of those ways that D&D can be confusing. You don’t automatically get access to 2nd-level spells when your character advances to level 2.
Based on how many spells and cantrips your character knows, look at the list of spells on your class list (see the first couple pages of the Spells document), and then select spells. This will take time, because you probably want to read the spell descriptions to know what they do!
In general, keep an eye out for spells that require concentration (they're useful, but you can only cast one of those at a time), and try to include a variety of spells that target single creatures and spells that target multiple creatures. You also probably want some “utility” spells in there that don’t deal damage, but are useful to have on hand. Spells that only require a bonus action or a reaction to cast are also useful, since they give you a bit more flexibility during and outside of your turn.
If you have to pick a list of “known spells” (bard, eldritch knight fighter, ranger, arcane trickster rogue, sorcerer, warlock, or wizard), I am happy to offer a bit of a grace period for swapping out some spells as you get a feel for your character. But also keep in mind that (except for wizards) you are able to swap a spell out each time you gain a level.