You're taking a good first step toward saving and investing, and doing so at a young age should pay off well for you in the long-run.
Generally speaking, the younger you are, the more exposure you should/could have to equities because with a long time horizon you have a longer period of time to recover from down markets, etc.
However, that is a general rule and not necessarily appropriate for everyone. You do not want to have an allocation that is so aggressive that it causes you to panic in a down market and sell, locking in losses (possibly at, or near, lows) and then wait for the ensuing bull market to fully take hold, and wait too long to put the money back in (possibly at, or near, highs).
So, you need to determine whether you think you would panic during a severe bear market (like the one in 2008), or whether you are the type of person that would ride it out, stick to the plan, and maybe even view a down market as a nice buying opportunity with the knowledge that over the long-term, equities have an upward bias that you can take advantage of if you have discipline and patience.
As to your question about stocks/ETF, etc. I would suggest looking at ETFs (or possibly mutual funds, though I prefer ETFs). The ETFs will help you put together a well-diversified portfolio (it is very difficult to put together a truly well-diversified portfolio with individual stocks unless you are working with large - i.e. millions of dollars - amounts of money) for a low cost.
In my mind, the main downside to ETFs when compared to mutual funds is that you generally have to pay a per-trade commission on ETFs; whereas, there are a lot of no-load mutual funds. However, many custodians offer commission free ETF trades (ex: Schwab does not charge commissions on Schwab ETFs; Fidelity offers about 70 iShares ETF commission free; other custodians are following, or will soon follow, suit, so the array of commission-free ETFs will likely continue to expand).
ETFs effectively serve the same purpose as mutual funds (i.e. give you exposure to a basket of stocks and/or bonds, while only having to hold one position), but they provide more flexibility because they price throughout the day (as opposed to once per day after the market closes like a mutual fund) so you will have a better sense of what price you are paying or getting for a share and you can also use limit orders, etc. Finally, the fees on ETFs will generally be less than the fees on a comparable mutual fund (i.e. a S&P 500 ETF vs. S&P 500 mutual fund; tech sector ETF vs. tech sector mutual fund).
As far as asset allocation is concerned, based solely on your age and assuming that this money will be invested for retirement (i.e. long-term time horizon), and not knowing anything else about your situation or your personality and view of risk, I would suggest your equity exposure should probably be somewhere in the 80-90% range, with the rest made up of bonds and cash.
Now, if you plan to use/need this money within the next 3-5 years, I would not recommend investing it; rather, I would suggest putting it in a savings account or something similar where it will not be subjected to the volatility of the markets, as nobody knows for sure what will happen in the short-term.
One other caveat of all of this is that I would also recommend that you make sure you establish an adequate emergency fund (at least 3 months worth of living expenses in a regular savings account, and 6 months, in my opinion, is not out of line). You can seek these goals (establishing an emergency fund and investing some) concurrently, but I would definitely work toward establishing a solid emergency fund, if you have not already done so.
Best of luck and please feel free to reach out if you have other questions.