I highly recommend this tool for new beginners in data mining study as it is simple, easy and fun to use :)
Waikato Environment for Knowledge Analysis (WEKA) is a collection of machine learning algorithms for data mining tasks. The Weka software (version 3.5.3) can be freely downloaded from the Weka website. The current algorithms inside Weka can either be applied directly to a dataset or called from your own Java code. Weka contains tools for data pre-processing, classification, regression, clustering, association rules, and visualization. It is also well-suited for developing new machine learning schemes. The classifiers in Weka are designed to be trained to predict a single `class’ attribute, which is the target for prediction. Some classifiers can only learn nominal classes; others can only learn numeric classes (regression problems); still others can learn both.