Welcome!
OK ....rule number 1, don't use WD40 on a chain unless it's seized-up! A little on a rag is OK, but it will dissolve the grease in the roller pins where it's really needed.
You're right, there are lots of lubes and you're now gonna get a lot of advice about which is best ....
As long as you lube frequently and generally keep your chain clean, it really doesn't matter too much what you use as long as lube is present.
Now, in the rain thinner lubes and some dry lubes get washed- out so something thicker like Finish-line Green or chainsaw oil works better, but it'll pick-up crud. Dry lubes pick-up less crud and generally look 'cleaner' but get washed away easier thus giving less lubrication. Pay your money, take yer choice!
My preference is plenty of Finish Line Green or even 3 in 1 and give the chain a good wipe before going-out and then a good wipe or Mickle when cruddy. The Mickle-method (use the search ) tends to be the preferred cleaning method - not using any solvents.
If on a budget 3 in 1 or general purpose lube is just fine.