Along with selecting the right length and action fly rod for trout fishing, you need to choose a fly line weight.
This is an incredibly important aspect of choosing your pole because the wrong weight and style of line can cause problems for you later on when you go to use it. You need to match up the proper line weight fly rod to the type of water you plan to fish.
All fly poles are clearly marked with the size line they can handle.

For trout fishing you will generally stick to a fairly small range of line sizes:
3, 4, 5 or possibly 6 weight line.
The line weights make a very big difference. The smaller the number the smaller the line.
A 2 or 3 weight line is pretty small and is used for fishing very small creeks or streams where you do not need long casts and require delicate presentations with super small tippets to prevent spooking the fish.
A 6 weight line is on the heavier side of the spectrum and would be used for fishing large bodies of water like lakes and big rivers where distance is the main requirement over a perfect presentation.
Generally for trout fishing, the all around size is a 5 weight line. So you should match your fly rod accordingly, although it is not at all uncommon for fly fishermen to have two or more fly rods to better match the conditions they plan to fish in.
But if you are just getting started and want to make one purchase, a 5 weight rod will be universal enough for most of your trout fishing needs.
Also now is a good time to go over the line, or taper styles for trout fishing. There are many styles of fly line on the market today. And when you add in the fact that there are floating, sinking and sinking tip varieties it can be confusing. 
But for trout fishing (unless you KNOW exactly what you want) you will choose from either a double taper style line or a weight forward line to start with.

Almost all beginner fly rigs and mainstream stores tend to favor the weight forward style lines, however my preference is a double taper since it rolls casts better.
And you will definitely want to get a floating line, unless you know for certain (if you plan to fish deep lakes or rivers) or a professional for the water you plan to fish advises you to do so.
It is a good idea to buy one or more reel spools for your fly reel (you can get extra spools for almost any fly reel on the market). This way you can rig up the extra spool with backing and fly line to suit the fishing conditions you plan for. When you want to change, you then just swap out the spool on the reel.
For instance you may want a floating line with a sinking tip for nymph fishing in relatively shallow water or for lakes and it's much easier to simply switch reel spools over than having to re-rig your whole reel and tippet with a new fly line.
And if you are just starting out stay away from the exotic taper styles of fly lines. Stick with the tried and true double taper or weight forward lines and get your casting fundamentals perfected before moving onto other tapers.
Finally make sure to buy high quality fly line! In fact, you should bBuy the most expensive line you can afford... there is nothing worse than dry fly fishing with a bargain basement "floating" fly line that sinks in a slight riffle taking your fly under with it.

Yes, fly line can be expensive ($100+ for a spool) but the quality stuff is worth it. And if properly cared for by keeping it clean and using line dressing, it will last you for years.