As the title says, I have a player without any magic items. He is quite new to Dnd and I don't want him to feel left out, and I wanna give him something cool. What magic items do newer players tend to like?

What kind of character are they playing?

They are playing a Way of the Open Fist (Subclass) Earth Genasi( Race) Monk (class)

Monks can be tough since they don’t really need weapons and can’t wear armor. I would suggest some kind of Wondrous Item or Ring like maybe a Ring of Protection or Bracers of Defense or Rope of Entanglement if your group does a lot of combat. Or maybe a Cloak of the Bat or Boots of Striding and Springing or Rope of Climbing if your group does a lot of exploration. Or maybe a Shortsword of Warning or Goggles of Night or Bag of Holding as all around useful. Or maybe a Bag of Beans or Alchemy Jug for something fun and useful.

What level? I agree with iamsposta that wonderous item are best for wonks.

Most magic items aren't all that exciting (just nice static bonuses), and that's particularly true for monks (one of the more interesting classes of magic item for martial types is weapons, but because half their attacks are unarmed, monks don't benefit as much as other martial classes).

Slippers of Spider Climbing synergise well with monk abilities and give you reasonably distinct abilities.

Ok, thanks! I think maybe going with the Ring of Protection can really help him all around. Especially, since his character isn't really optimized 

I think everyone kind of skipped the bigger question here.  Has it shown to be an issue?  Is the character getting overshadowed or left behind, or is the player feeling left out?  Don't ignore the possibility that you are creating a problem where there was none.

Along with drag0n_77's question, I'll ask another: WHY does the monk not have a magic item when everyone else does? What method does the party use to divide up treasure?

Often in game groups, there's one person who is either generous or humble and just doesn't ask for magic items. If items can be used by multiple characters, which many generic items can (such as a Ring of Protection), then others may ask for it, and the generous player will say "OK, you take it." And they get left out.

If this is the case with your monk player (and I have no idea if it is), then I would worry that a generic item such as a Ring of Protection or Bracers of Defense, although logically they should go to a monk, you may have the situation persist because others like the party wizard or barbarian might ask for it too. And if the monk player is new, that player might not realize how important this item could be to them and might just say "you take it." 

In a situation like this, I personally would make up a homebrew magic item that is specifically designed for the monk. So rather than a Ring of Protection, I would copy that item and call it a "Ring of the Open Palm" or something. Then I would give it some special attribute beyond the Protection Ring that is only usable by a monk, but not super powerful, say "When attuned by a monk, this ring gives advantage on Acrobatics checks" (but don't pick that -- pick something your monk has proficiency in, just in case that is not one of the skills they chose). Or you could make it advantage on DEX saving throws if you want (that's a bit more powerful), or maybe even give it something more monk-ish, like "you only need to spend 15 minutes meditating rather than 30 to regain your Ki points". Not a huge effect on the game (you still need to short or long rest), but again, specifically aimed at the monk class.

This would make it pretty clear that a monk should wear this ring, and the party would have to be incredibly unfair and selfish for someone else to take that ring, and not the monk.

If you need something more overtly “Monkish,” might I suggest the [Tooltip Not Found] as a particularly fine choice.

Give him an Amulet of Health, Bracers of Defense, or a Ring of Protection. 

Cloak of Displacement is pretty solid on monks and hasn't been mentioned yet.

Thanks all! Now I have some ideas of what to do

Robe of Useful Items