Need helping picking which metal to use.

I'm about to undertake my first project (simple knife) and I'm having some trouble picking what kind of metal I should use. I went to my home depot and picked up an aluminum sheet, plain type and mill finish, as well as a weldable steel sheet, 22 GA type and mill finish.

Frankly I've tried looking into it a bit but these numbers still mean nothing to me, I'm hoping you guys could help me out.