Quite often babies are determined to feed themselves before they have the hand-eye coordination required to use a spoon. Realistically, most of the food in the early stages is going to miss their mouths but practice makes perfect!
When most babies start to wean the have few if any teeth and so you should start with soft finger foods such as soft ripe fruits such as bananas, steamed vegetables for example broccoli florets, cooked pasta and toast, which are also less of a choking hazard than hard foods. When babies get older, you can move on to harder foods such as oat cakes, raw vegetables, dried fruits, pieces of chicken and fish, wafer thin meat rolled in to cigar shapes, mini sandwiches and more.
This style of weaning is called Baby-Led Weaning and you can find out all about it here.