Now this is where the art comes in, typical Trout weights are 4,5,6. Now you can get a 5wt rod and put 6wt line on it to change the casting characteristics. By going one weight up you will load the rod more causing it to flex more during a cast. This lets you take a stiff rod and turn it into a mid flex, and lay some delicate casts with it. However if you start with a pretty flexable rod you probably do not want to put a heavyer line on it.
If my memory serves me line "weight" refers to how many grams the first 30ft of line weighs. Weight has more to do with the type and size of flies you plan to cast. For example if you are casting little size 20 or 22 dry flies 0-4 weight is fine. But if you want to shoot a big bulky bass of blue fly through a stiff breeze 8-12 weight is better.
FYI they make 0-15 weight line
afaik.
Their are also different types of line, for example I use WF4F on my Trout rod. This stands for weight forward 4 weight, floating. Their are sinking lines that sink at different rates, lines where only the tip sinks, lines that have different tappers up front for different presentations.
Fly fishing is an art, it takes 20 years of dedication before you can really begin to master it.