I bought a cast iron skillet and after washing it and then heating it I got a color like rust

Ideally it should be matte to just-slightly-shiny black and very smooth. This article has some terrific information on the ideal oil to use (flaxseed) and method for seasoning, with actual scientific grounding.

First, use oil. Many people use no oil at all on nonstick, but it won't work that way on a cast iron pan.

Second, preheat it properly. With iron, it takes a long time. If you have a resistive electrical stove, it will be quite longer than you expected.

Third, you might want to steer away from non-bound starches in the beginning, until the seasoning has set through use.