Cheap is just fine. You could probably use a palm-sized rock in a pinch. Gentle taps to go through drywall, it doesn’t take much. If you happen to hit a stud, you’ll know. Tap a little harder. You don’t want to drive the hook into the drywall, and the nail into only drywall will be able to slide in and out if you mess with it - but don’t. That just makes the hole a little bigger, increasing the chances that the nail will tilt and damage the drywall further.

Those picture hook nails may have a couple of little barbs on them to keep the nail from moving around in the hole. Again, tap it in, hook against the drywall, hang your picture.