come in numerous sizes. Each brand has their own set of measurements and sizes. Start by choosing the brand you want. Maybe ask your gym for one that their gymnasts use commonly, I use Reisport and find them to be very good quality. Once you select the brand, pick a style. There are different ones for different skill levels (dowel vs. no dowel). Each specific model should have its own size chart. If you are buying them online, the page should have a link to the chart. This chart will tell you the sizing system they use (i.e. 00, 0, 1, 2, 3, 4), and the measurements for each size. The chart should also tell you how to take the measurements on your hand. If you are not buying the grips online (maybe from your gym's store), you should try on the grips of a few of the other gymnasts at practice to get a sense of your size. This way you will know exactly the size to buy.
Once you get the grips, you will probably need to sand down the finger holes. They often come with very small holes, so you need to sand them to make the openings larger. The grips often come with sandpaper to do so, but if not, you may need to get some.
Also, you will want to purchase wristbands to go with your grips. They help prevent irritation and cuts on your wrists.