Bowling balls are basic to very sophisticated. You want to match your experience and skill to the tool that is a bowling ball.
If you are a new bowler, never owned a ball, start with a basic polyester ball (they’re like house balls). House balls available in most bowling centers are pre-drilled requiring more effort to control and deliver them. Most bowlers, when fit for their own ball can handle more weight. A properly fit bowling ball let's go of you rather than you having to let go (control/squeeze) of it.
Basic balls must be drilled. Often the online price, freight, plus drilling is more than the cost at a local bowling store (pro shop). Don’t be intimidated by the term Pro Shop. A bowling store, by any other name, is typically run by an operator focused on their craft, their sport. They might not have the customer service training of a Wal-Mart greeter, but they only stay in business if they are adequate at their job or they are the only game in town (be careful on this one).
Take advantage of the knowledge that a local driller has. (Look for the IBPSIA label, the International Bowling Pro Shop and Instructors Association, the Earth’s ONLY trade Association for the Pro Shop and Instruction business.) His or her services will be very valuable as you improve.