And, unless you are doing LaTeX work outside of R/R Studio/R Markdown or you either need to use things coming from obscure \LaTeX packages, I would recommend you choose tinytex over MiKTex. Updates and bug fixes particular to \LaTeX in R/R Markdown will be handled as updates to the package and it will be one fewer thing for you to need to maintain on your own.
That said, knitr isn't always the best at passing along useful error messages from \LaTeX so I often find it invaluable to use the keep_tex: true option in my YAML header,
---
title: "My Title"
output:
pdf_document:
keep_tex: true
---
which instructs knitr to not delete the intermediary .tex file it creates. I (or you now) can then open the .tex file in your \LaTeX IDE of choice. On Windows (and Linux) I quite like TeXstudio. Once there, I just try to compile the pdf without any changes to see the entire list of errors.
But, again, if you're not doing a ton of PDF generation or you're not doing anything exotic, tinytex is almost certainly enough. So, I'd start there and only move to a full blown \LaTeX installation when you grow into it naturally.