Hopefully your curtains are up by now! But just in case it helps anyone else:
Determine what the wall is made of (e.g. plaster, stone).
This tells you the type of drill/drill bit you need.
For strength, with a curtain rail, I would personally choose the thickest/longest screws that fit into your bracket, and could reasonably go into the wall.
The drill bit should be slightly smaller diameter than the screws, to ensure a tight fit.
There are lots of YT videos to help you gain confidence once you know the wall type.
