There are three main supplements you might consider..
Protein powder.. this is a supplement to add more protein to your diet. It comes in tubs usually 2lb or 5lb and you might have two servings a day if you have a full workout plan. Each serving will probably be about 25-30g with 20-25g protein in it although this varies depending on the manufacturer. Whey protein is the most populay (but you can also get soy protein and other types).
Creatine: "Creatine is bodybuilding's ultimate supplement, and for good reason. For one thing, creatine can significantly increase lean muscle mass in just two weeks. It is also responsible for improving performance in high-intensity exercise, increasing energy levels, and speeding up recovery rates."
I'm not certain, but I think creatine works by adding volume to cells by making them absorb more water. Creating Ethyl Ester (as opposed to monohydrate) is more effective at being absorbed by the body. If you are considering this then I advise you read up on it more.
Nitric Oxide: "The fact that nitric oxide increases blood flow should make it of interest to bodybuilders, as increased blood flow will serve to deliver more nutrients to muscles, thus helping muscles become larger when subject to stress. The fact that Nitric Oxide acts to reduce inflammation should also make it of interest to bodybuilders as it has the potential to reduce the pain associated with subjecting muscles to extreme stress."
This, unlike the other two, comes usually as pills to be taken 2 or 3 times daily. If you are taking protein powder you should check that you aren't taking too much L-arganine (I think which is the amino acid in nitric oxide) because it is possible to have too much of it.
All three are naturally occuring.
If you have just started you would probably be best not using these for at least a couple of weeks to get into the routine.
Hope this helps, and if anyone better than me sees a problem please reply, hopefully it's all good advice though.