Currently the most sensitive films on the market (by ISO rating indicated on the box) are Ilford Delta 3200, Kodak T-Max P3200 and Kodak Portra 800. The first two are black and white, the last one is color negative. T-Max P3200 is only available in 35mm roll, the other two are also available in 120 medium format.
If you never shot analog, the main rule is "expose for the shadows". Digital tends to clip overexposed highlights. Analog tends to crush shadows. Unless you're shooting slide film (not recommended for beginners), you should meter the shadow parts of your scene where you want to retain detail and expose accordingly. Underexposure of more than 2 stops looks very bad, especially in case of color film - strong color shifts start to appear. On the other hand, negative film handles overexposure quite well. It depends on particular film stock, but 3 stops over is usually ok. Here's an example:
https://petapixel.com/2018/02/05/test-reveals-exposure-limits-kodak-portra-400-film/
You can also opt to shoot a film box rated to lower ISO, expose it as it was something faster, and then go for so called push processing in development. For example, you might try Ilford HP5+, which is rated 400 ISO, shoot it like it was a stop faster (800), and then ask the lab for +1 push process. This is not a magic trick that will turn your ISO 400 film into a stop faster one, but it will squeeze the most of the captured light, at the cost of higher contrast and more prominent grain. You can try to push process more than 1 stop, but the more you push the limits, the more the trade offs are going to show up, with diminishing returns. Black and white films handle push processing much better than color. I would probably avoid pushing color altogether, but your mileage may vary. The common wisom is that Ilford HP5+ and Kodak Tri-X are best 400 ISO films for push processing for up to 2 stops (1600 rating).
If you plan to shoot long exposures on a tripod, you have to take into account the thing called 'reciprocity failure'. In general, for exposures from 1 second onwards, films don't respond to light as well as to shorter exposures, which means you have to compensate by setting longer exposure time than what the ISO rating suggests. This varies from film to film. Some require a lot of compensation time (Fomapan 100 needs 80 seconds long actual exposure for 10 second meter reading), some almost no compensation (Fujifilm Acros 100 needs no adjustment for up to 2 minute exposure).
I don't shoot much at night, especially analog, but from my experience, 1600 ISO is usually the minimum for hand held shooting, if you're ok with wide apertures and shutter speeds like 1/60s.