well the best supplement, which I don't classify as a supplement anyway, is whey protein. Protein's the building blocks of muscle (among other things). As for retaining water, thats going to depend on how much water you drink now and what your diet looks like. Basically, the more water you drink, the less you'll hold General rule anyway
Since your new I honestly think you should focus on your diet first, and use whey protein. Another thing for beginners and anyone in general is a multivitamin which will be good for you as well. Put some time in the gym and diet right and then you can think about other supplements, but lots of them are just on the shelves to rob you of your money.
B. Establish a diet consisting of lean proteins and complex carbohydrates and LOTS OF THEM! As well as drinking at the very least a gallon of water daily.
That's all that you need to concern yourself with since your just starting off.