Tying small flies can be a daunting task, but starting out with some simple flies and larger sizes can make the journey a little easier to handle. Pat Dorsey's Top Secret Midge is a good one to practice on.
The hook I'm using is a Firehole 633 size 18. unfortunately, the style only goes down to 18. For smaller sizes, the Tiemco 2488 is a good choice.
Top Secret Midge fly pattern recipe
Hook: Nymph hook #18-26
Thread: 8/0 Dark brown (rusty brown)
Ribbing: 6/0 while UNI-Thread
Wing: Axxel Flash, Fluoro Fibre, Glamour Madiera
Thorax: Rusty brown fine dubbing