We feed birds year-round in our Lake County suburban front and back yard. But it's especially rewarding in winter when natural food is scarcer for birds, bringing more of these avian creatures into closer view. For example, we have sunflower oilers in a hopper-type feeder, which attract northern cardinals. These year-round birds brighten a dull winter day with their red plumages. We also enjoy watching the escapades of American goldfinches fighting with pine siksins for a perch on our thistle feeder. 
Over the years, we've tried different types of feeders and seeds and discovered what works best. Plus we've found ways to thwart hungry squirrels.
If you want to start feeding birds,here are some suggestions.
First, be aware that feeding birds can be mess. Some birds drop food while eating, creating a pile of seeds that attract other critters such as squirrels and raccoons. Mixes of any kind get picked at by birds, who drop the undesirable seeds to the ground. You can purchase mixes at hardware stores, bird feeding stores and online, but I'd avoid them.
Beginners should start with two types of feeders and seeds – a tubular feeder with thin slots for nyger or thistle seed. The other is a hopper or house-type feeder, which can be filled with sunflower oilers. Both of these feeders can be hung from trees or on a pole stuck into the ground. You'll likely need a squirrel baffle, a metallic round object you place above the feeder so the rodents won't be able to get at the feeder. I once tried putting vaseline on the poles to keep the squirrels at bay. Not only did it not work, but it also was messy and likely not so good for the birds.
It may take a few days for the birds to find your feeders, so be patient. Also, don't worry if you're gone a few days – birds find several places to go where they know they can find food. The black-capped chickadee you see at your feeder in the morning may leave to go eat elsewhere, while another chickadee may appear in the afternoon.