Thanks for the plug Kevin! There is a lot on that page for the beginner. Especially the stuff on indoor and lite-knife throwing.
Agree with those above. All things being equal, a heavy thrower is better than a light thrower, but sometimes, a little lighter is to be preferred, particularly indoors, short distances, usually against something softer than wood like cardboard or the aforementioned pumpkin!
I have found some smaller-heavy throwing knives. Doc Gundersen's (see link at
http://www.sonic.net/~quine/custom.html to L&H knife works) "Ace in the hole" is a bit on the pricy side, but is sure heavy enough. Also at the high end Harald Moeller's Viper III. Bobby Branton makes a nice medium-small knife (8" I forget which model) for a reasonable price that throws best from the handle! Great for 1 turn throws at cardboard, but will also do longer throws and not be damaged in wood. Lee Fugat, among others also does smaller throwers knives at very reasonable prices. These makers and many others are linked from the page noted above. I have a German small boot knife I once found in NYC whose blade, tang, and guard are stamped (maybe hammer forged) from one piece of metal. Good weight, so you can also find these things in odd places.
But if you are just learning, the much cheaper small knives, thrown indoors, usually a half turn (blade throw) against cardboard are all you need. If you're just getting started, you can also begin with some of the cheaper stuff you find in catalogs like Smoken Mtn (see
http://www.sonic.net/~quine/catalogs.html), and other places. If you stick to it, you won't be satisfied with the cheaper stuff for long, and will return to check into the higher quality offerings.