The best way to know what you like is to try some different projects. There are free craft books in the library and, as mentioned earlier, lots of youtubes.
Knitting needles are not expensive. You can go to a craft store like Jo Ann's or Michael's if you want, but a lot of Walmarts also have craft supplies. You might find a "Your First Knitting Kit" which will have yarn, needles, and a DVD or book.
Crochet hooks are not expensive, either. You can buy a set of three plastic ones (I'd recommend larger ones, like G and higher in the alphabet).
I've taught beginners basic crochet in 5 - 7 minutes and age 10 and up tend to get the idea immediately. Knitting seems to be harder for many. It takes the 15 year-olds several practice sessions, although if they really want to learn, they'll pick it up in a couple of days. It's not that hard. There are some great youtubes.
There are also basic needlework kits for sale for beginners -- cross stitch and the like -- Walmart has some, but places like Jo Ann's will have a lot more beginner kits. They aren't expensive, either.
Your best bet is to try all of these! You may find that sometimes you like doing one thing and other times another thing.
I'm older now and don't see up close as well as I did, and I've pretty much given up cross stitching and similar crafts. I mostly crochet and hook rugs for hand crafts.
Sewing is a little more involved. Hand sewing is inexpensive but time consuming!
I started in sewing with hemming jeans, making tote bags, and table runners. There are many machines around, ranging from some very questionable $89 models to thousand dollar models with computers, that sometimes gag and die, as well.
My best advice is to take a class, even if it's a one-hour craft project (tote bags are a good beginner project) to get a feel for the machine. If you like it, try to sew on several different ones before you buy one. Some inexpensive machines might be perfect for your needs. Others might just make you frustrated!
This is the one I've been buying for my cousins who are tall and make their own skirts and tops:
Singer Stylist 7258 Sewing Machine | 100-Stitch | Consumer Digest Best Buy
But there are certainly others that are good, too.
To be honest, I can't say that I find sewing that relaxing. I sew because there's something I need. Rug hooking is a lot more mindless to me. There are plenty of cheap rug hooking kits for beginners. The equipment is inexpensive. I'm at the point where I buy blank canvas, color my own pattern, and buy pre-cut yarn, but you don't have to go that far. A $7 kit and a $2 hook will get you started.
Have fun! And don't be afraid to experiment.