The Septum is first pierced with a 14 gauge needle. It is converted as 1.4 mm needle. Check out for 14 gauge needles if you are piercing for the first time.
What Size Is A Septum First Pierced With?
The previous answer is stupid. You pierce with a bigger needle than the jewelry so the jewelry can fit in. So it would be a 12 gauge needle and a 14 gauge jewelry.