Not a stupid question at all! That's why we are all here - to help each other (especially the newbies!) out. HD Widgets is an app. Another favorite is Beautiful Widgets. There are tons of others although these two are two of the best. I checked out both and liked the look of HD better as it was more 'plain'. Beautiful Widgets is more fancy. Speaking of fancy, there is also Fancy Widgets which is also a popular app.
But I would first find a weather program you like. Almost all of them have a couple built in widgets of various sizes to choose from. I have tried most of the major ones and like most apps, they are all pretty good with each one doing basically the exact same thing with the exact same features, just displayed in a different way! The key is to try them all (or as many as you can) until you find the one that tickles your fancy the best. Also try out each of their widgets.
Here's a run down of the most common ones. I have 'test drove' all of these on my phone and I ended up going with Accuweather just because it's interface worked best for me:
Accuweather - 4x1 (2), 4x2
Go Weather EX - 2x1, 4x1, 4x2
Weather Bug - 1x1, 2x1
Weather Underground - 1x1, 2x2 (2)
The Weather Channel - 1x1, 2x2, 4x2
I still have all of these programs on my phone and go back and try them from time to time because they make changes (hopefully improvements) and you never know when one will suddenly get better - that's how close they all are to each other. They all have free versions that are ad supported but if you find one you really like you can usually buy a premium version for a couple bucks which will have no ads and usually some premium features. I have paid for Accuweather because it was my favorite.
Don't be afraid to try them all out. You can always uninstall the ones you don't like or just leave them in your app drawer to play with later.
Good luck and let us know what you find!
