Hi Chulita!
Welcome to the joy of knitting! Congrats on finishing a project - more than many manage on their own.
Great website for beginning knitters here. Lots of help and tips.
One of the first important things to learn is knitting to gauge -- casting on the number of stitches and knitting the rows indicated and getting something the right size.
When you buy yarn there will be on the label a bunch of symbols that look like an obscure code! First there will be a pair of crossed needles and a crochet hook. These are the recommended needle sizes. There is also a grid with r and sts (rows and stitches) on the side teeling you the number of sts/rs to get (usually) a 4in square. Patterns usually quote sts/r to get 1in so you can use these two numbers to find a suitable yarn if you can't get/don't like the recommended one.
Together the size and gauge mean if you knit with the recommended size needles, to the average tension (that means that your loops are not really loose or really tight on the needle) you will get more or less the stated gauge, and it won't be absurdly tight or loose and will look nice. If you take a tape measure and measure an inch in the middle, and count the stitches, you will see how much too tight or loose you are still knitting and can see how much larger/smaller a needle you need to try to make your gauge. Knitting a swatch of any new yarn and checking gauge is a must to see if you will get something the right size.
So it sounds like (if the needles and yarn came in a kit) that you are knitting a bit tight, which is normal for beginners. You can look for some yarn that recommend a 3.5 mm needle and use your 4mms for a scarf, say. You may find that as you get more experienced you 'loosen up' and knit more closely to recommended gauge.
Also look for patterns for (I am not kidding) knitting scrubbing cloths, with cheap cotton yarns. It's a great way to practice knitting nice square pieces, with an even tension, edges that are neither too loose or tight (important if you want to knit a garment that fits!). And it does't matter what size they are, and you still get a useful object without having to endure the frustration of ripping out and starting again...
I like knitting with circular needles and don't have anything else now because anything you can knit on straights you can on a circular, but not v versa (you can't knit in the round with straights. Another great thing is) you don't lose them (ask me how many orphaned single straight needles I have because having finished a row, and set the knitting aside on a train/in a class etc I have lost one). Addi Turbo can be hard to find but are the best of the best. Don't bother with ponys from John Lewis -- nasty. Try some sites like GetKnitted or your LYS (local yarn shop) and see what you like. Some people like the slight bendy-ness of wood, but I prefer the smooth glide off a metal needle.