First, if you need to know what gauge your own piercing jewelry is, the best thing to do is go back and ask your piercer. Unless you request something different, most piercers have a standard size they prefer to use for starter jewelry. Most starter piercings are usually either 14 or 16 gauge, although some may go as large as 12 or as small as 18.
The thing to keep in mind is that in most cases, larger gauges are going to be your best option. A very small gauge like 18 or even 16 runs a greater risk of migration because it can act very much like the wire of a cheese cutter, slicing its way through skin and causing a lot of pain and possible rejection. As long as it's pierced properly, a larger gauge such as 14 or 12 will be much more stable.
Some will avoid larger gauges because they assume that getting pierced with a 12 would hurt much more than getting pierced with a 16. This is really not the case as its going to be uncomfortable either way but neither is unbearable. It's also worth it to ensure a piercing you won't have to remove a few months down the line because of migration.