It's a good idea to always shoot with the lowest possible ISO you can get away with. On many cameras, that means dialing in ISO 100 and leaving it there unless you have a good reason to increase it.

What kinds of reasons? Imagine you're outdoors late in the day trying to take some photos and your flash won't illuminate the scene because it's too large or far away. In that case, crank up the ISO until the camera stops giving you a slow shutter warning. I'd suggest going with the lowest ISO that'll give you a satisfactory photo in order to avoid introducing too much noise in the image. But don't fret too much about this: It's a lot better to capture a sharp photo with some noise in it than a shaky photo that was shot too slow for the available light.

You might also be able to rely on your camera's Auto ISO setting. Check your camera's user guide for details. On many cameras, you can set the ISO to Auto and it'll dial the ISO up and down on its own when you shoot in certain modes (like Automatic exposure mode). I'm not a huge fan of Auto ISO because I don't know exactly what the camera is doing, but it's a convenient way to ensure you get the sharpest results without sweating over the settings.

It's also worth pointing out what the ISO numbers mean. What, for example, is the difference between ISO 100 and ISO 200? Thankfully, cameras use a fairly consistent set of conventions, so that doubling the ISO doubles the light sensitivity. So in this sense, ISO is like shutter speed or aperture. If you go from ISO 100 to ISO 400, that's two stops of exposure change (doubled and then doubled again), so that's equivalent to changing the shutter speed from 1/60 second to 1/15 second.