First things first. Study them all! Learn all you can about each one and after a while you will realize that you seem to connect to one or two more than the others...or all of them equally!
Some of the best books on the elements and their magickal workings include Scott Cunningham's "Earth Power" and "Earth, Air, Fire & Water". Its where I got my start on working with the elements over a decade ago. The spells within them are very simple too for beginners.
However, before trying to do magickal workings with any elements, make sure you understand magick well. Read all you can on all the basics of magickal workings. You should understand altar tools, casting circle, moon phase meanings, color correspondences...and etc. As you do so, you will learn that everything connects to the elements too. Magick is funny that way. :)