you're the only one that can answer those questions. you just have to pickup some weights, and start using them seeing if they're too heavy, too light, or just right.
don't worry if you're curling 5kg and the woman next to you is curling 10kg i know the male ego thing gets in the way but just remember its not about how you compare to her...its about what you can do now, and what you're working towards.
you'll know you're working the muscles because you'll feel it. the slight burning at the end of the set the slight stiffness the next day.