This is important because saxophones come in many shapes and sizes, all of which usually have a place in a band, orchestra, or jazz group. As the size of the instrument gets larger, the sound gets lower. Usually beginning saxophonists start learning the alto sax and then branch out to the other kinds as they progress and their interest in the sax grows.
Since it is so important to know what kind of saxophone (both brand and size), you need to know what all the options are, how the different saxophones are alike, and how they differ. Informed choices are wiser than uninformed, and fortunately there is a lot of information available on different types of saxophones. There are basically four types of saxophones available today, though there can be the odd specially made sax that falls outside this list. But the main four types are the soprano saxophone, the alto saxophone, the tenor sax and the baritone sax.
The soprano saxophone is the highest pitched saxophone, as you might have guessed from its name. Playing a soprano saxophone requires more skill than playing an alto or tenor sax because it takes a while to get the pitch right. Usually soprano saxophonists are also skilled in playing other types of saxophones, and in some cases only use the soprano sax when it's called for by a particular piece of music, sticking with another kind of sax for everyday use.
The alto saxophone is the next highest pitched saxophone. While the soprano saxophone is straight, like a clarinet, the alto saxophone (and the other types of sax) is curved at the bottom, bringing the bell upright. This is the most common type of saxophone that beginners play.
Next in pitch is the tenor saxophone. It is somewhat larger than the alto sax. Much of the music from a tenor sax is in the same range as the human voice. Tenor saxophone is used often in rock and jazz combos.
The baritone sax has a lower range than soprano, alto, and tenor saxes do. It is often assigned to the bass section in rock and soul tunes, and it is the largest type of saxophone.
Each type of saxophone stands out in its own best environment. If you're wanting to learn to play saxophone you should carefully decide between the types available based on what type music and/or ensemble you would like to play in. For beginners, or those unsure what kind of saxophone to learn to play, the alto sax is the most common saxophone that beginners use. For use in a jazz combo, however, a tenor sax may work better. If you love the sax but aren't so much interested in a "starring" role, the baritone sax lets you carry a bass line as the foundation of a musical combination.