When you're starting you mostly want to build with pine since it's cheap. You can get decent wood at Lowe's and Depot. You will want to look for boards that are labeled "Select boards" or something similar. Most of the wood sold in box stores are meant to be hidden or painted. "Select boards" are the better looking boards and are appropriate for finishing with the wood grain visible. They are more expensive than general lumber, and you'll still need to poke through them to find the best. They also have a small selection of Poplar, Oak and sometimes Walnut, Cherry and Maple. It's a crapshoot from store to store what types they actually carry. The hardwood in Depot is usually along the back wall behind all of the lumber.

If you want to find pretty much any type of wood you'd like I'd recommend going out to the Frederick Lumber Company. They have good prices for hardwoods, can mill stuff for you for a price, and also have a lot of very nice common and exotic hardwoods pre-cut and milled. Don't be intimidated by going there. The people working there are extremely nice and helpful.

https://www.fredericklumber.com/

As mentioned by some other people you can really learn a lot from youtube. Steve Ramsey - Woodworking for Mere Mortals is a great place to start. He even has some paid online classes.