If you are a beginner(as decision making is slow and need time to apply basic trading knowledge) try less volatile ones. FGBM FGBL etc. Experienced can trade anything.
I presume you are trading outright. Avoid trading futures that hardly move eg FGBL FGBM EUR, soft commodities trade futures that move most of the days eg most index futures, crude oil, FGBX, gold
These things moves so fast it require constant changing or adapting to small spikes( profit or loss). Any one who has an experience of less than 2-3 years in trading can't adapt this fast. You want time to make decisions based on what you have learned about trading (split seconds at least) and the open loss or profit makes it hard to apply rules on these fast moving markets. If you want to trade based on any rule (say MA crossover) you can clearly see and take position based on your rule in slow moving (less volatile) symbol. Since profit and loss potential both are less hence learning become easy. IMO
Go to the micros ES and practice and practice it’s not the instrument it’s method money management and psychology
My favorite is the NQ, because it usually provides the most potential for profits (and loss, of course) due to the monetary value of it's daily tick range. And, the MNQ volume is now exceeding the YM volume on a daily basis. Consider that.
I can't trade the YM cause vinne and carmine broke it off in my ass, back in the day before electronics, lol.
I should add a rider to that... RB is the sickest most insane thing to trade in futures, ever. If you want price movement? Do that one guys. Yes, the NQ has it's moments, but I've seen RB do things that defy all reason. Dayum!