First and second moves!

I think it universely agreed that pawn moves are advisable at the opening, probably because they help open up the diagonals for your pieces and grab space. I'm not sure about knight moves.
e4 is a classic first move. If I'm not mistaken, Bobby Fischer proved that it was best, but I'm not 100% sure.
"proved"
If he proved that, then GM's wouldn't be playing d4 at high levels. The last World Championship match was exclusively d4/Nf3

Don't take that last comment by ivan seriously.
Try using this to get an idea of what moves are common near the start of a game:
http://www.chess.com/explorer/