Hi Pharro, welcome to kitesurfing. Some harnesses (like my prolimit seat) have a pocket to store a hookknife - velcro retention etc. I've always carried a knife, but happily never had to use it.
If you get one, the best type as used in parachuting have two blades arranged in a V shape. Obviously get one that won't rust - when the day comes to use it in anger, you'll want it to cut quickly. Attaching the knife via a thin lanyard to your harness is an option - otherwise if you drop it it's gone. When would you need to use it? Maybe never. BUT, sometimes lines get wrapped around you, wrapped around someone else, wrapped around an object. Equipment malfunction may cause your quick release not to work - if the kite is in a death spiral and you can't release, the knife may be an option. You may need to go to the rescue of another kiter who is in trouble - cutting their lines may be an option. During self rescue if not careful you can end up in the middle of a ratsnest that can drown you. Make sure you get lessons so you know how to avoid these scenarios.