A reed is used to create sound, through vibrations, on most woodwind instruments (with the exception of flute). Most reeds are made out of cane that is grown in southern France. However, it is possible to get a reed made out of synthetic materials. Reeds are instrument specific; you cannot use a clarinet reed on an alto saxophone, or vice versa.
When purchasing reeds you will be asked to specify what "strength" of reed you need. The "strength" of a reed is determined by many different variables including density and flexibility. Generally, single reeds are labeled with a scale of 1-5 in increments of half sizes (1 being softer than 5), while double reeds are labeled soft, medium and hard. Reed sizes can vary between manufacturers (a Rico 2 may be softer than a Vandoren 2).
Most teachers recommend that a first-year musician use a 2 or 2.5 (soft or medium soft) reed. Anything stiffer may make it difficult to produce a sound while anything more ductile may produce a weak sound. As the muscles around the mouth grow stronger with practice, switching to a stiffer reed can help improve tone quality and intonation, especially for high notes. Your teacher should let you know when it is time to switch to a different strength reed.
There are many different brands of reeds available to a player. As one develops their skills it is important to try different brands of reeds to see what reed creates the desired sound. Generally your music teacher or private instructor can help lead you through the process of finding the brand/strength of reed that best fits you.