Call ahead first to check the availability of the kind and size of ski you want. Most beginning skiers want no-wax "waxless" classic skis, but that's not necessarily what the rental places offer, or currently have available. Some places may rent "combi" skis, which can be used for either classic striding or skating. But for striding, they need to use with grip wax or klister or kicker skins -- which could be tricky for beginners (or for any skier whose only experience is with "waxless" skis).
Rock and Snow - on Main Street (Route 299) as you drive west through New Paltz from the NY Thruway toward Minnewaska + Mohonk -- on the left side at bottom of mild hill, across the street from a Mobil gas station.
Catskill Mountain Multisport - in the Cherry Hill shopping center just south of Route 299 (Main St) between the NY Thruway and "downtown" New Paltz.
Mohonk Mountain House - Renting next to the ski trails is nice but call ahead to find out how close to the ski shop they will allow you to park in order to get the rental equipment (especially on a weekend or holiday).