Fly lines range from very thin to very thick and we use a number scale that goes from 1 to about 14, with 1-weight being very, very skinny and 14 being almost like rope. I can go through the various line sizes for you. Size 1 and size 2 lines and size 1 and size 2 rods - because they're designed for each other (you don't design a fly rod until you have a line size in mind) - so a size 1 and a size 2 are very thin, very delicate fly lines. They are superb for throwing little tiny flies in very delicate conditions - flat, clear water where the fish are very spooky. But they're really specialist trout rods. They are fun with bluegills too because they bend a lot because they're so limber.
Then you get into the standard trout rods and those I would consider a 3, 4, 5, and 6. 3-weight is on the light end and that would be the rod you would use for again lighter dry flies, smaller flies, more delicate conditions and probably shorter casts. When you get into a 4-weight, you can throw a little bit heavier fly, you can throw into the wind a little bit better, and probably be able to get into a distance. Then you come to the 5-weight, the 5-weight is the standard trout size. If you remember nothing else, and you want a trout rod, pick a 5-weight. Then you get into the 6 and 7s. 6 and 7s are kind of crossover lines. You can use a 6-weight for trout, you can use it for bass, you can even use a 6-weight for small steelhead, salmon, and even smaller saltwater fish. There's no real good all-purpose rod, but a 6-weight is going to do it all for you. It will probably be a little bit too heavy on the trout end if you get into delicate stuff, and it's going to be too light on the heavy saltwater, for sure, too light on the heavy saltwater end. And a 7 is yet a little bit heavier.
Then you get into the saltwater, salmon, steelhead lines which are the 8s, 9s, and 10s. These are your basic saltwater rods. I'd say a 9-weight is probably your basic all-around saltwater rod. 8-weight is a little bit lighter for less calm days, for smaller fish like bonefish, smaller redfish, sea trout, and smaller snook. And then you get into the 10-weights, which is a rod you would probably use for small tuna, large striped bass, large bluefish - things like that - really large salmon. And then, finally you get to the 11s and 12s, which are typically considered tarpon or small sailfish rod. These are the big game rods. They are very thick, they're made not only to cast that big heavy line and big heavy flies, but they are also made to fight heavy fish.
Now, when you finally get into a 13- and a 14-weight, these rods are more fish fighting tools. A rod that's designed for a 14-weight line, a 14-weight line is almost like rope, and a 14-weight rod is like a pool cue. They are designed to cast a big fly a short distance, like when you tease up a marlin, tuna, or a sailfish to a boat - you tease them up close to a boat and you throw that big fly and from then on in, its a fish fighting tool. You need the beef of that 14-weight and usually they are 8-and-a-half feet as opposed to 9 because 8-and-a-half footers are a little bit better at fighting big fish close to the boat.
So, that's the range of fly lines. You don't have to get terribly wigged out about the difference between a 4 and a 5, or a 1 and a 2, or an 8 and a 9. There isn't a lot of variation between those two lines. So pick one, let's say you're going to go trout fishing and saltwater fishing, pick a 4 or a 5 and then pick an 8 or a 9 - you don't need all those sizes in between and you don't need to really worry about whether you have a 4 or a 5-weight line. Later on, when you really get into fly fishing, you want to have one rod for each line size, that's fine, but when you're starting out you really don't need it.