I wouldn't recommend moai, because it is a tad too complex for beginners, it is designed to be used by more experienced devs.
+1 for cocos2d.
Just SFML? I read that for physics in 2d games I should use something called Box2d. Does SFML takes care of the physics too? Or just the rendering part?
SFML is a multimedia library that "handles" media, system specifics and input. This includes rendering, audio, listening to kb&mouse/gamepads, networking and more.
But that's it, it gives you access to these resources, but it doesn't do any simulation. This means it does no physics, no collision detection...
Box2D is also a library, but it is a simulation one (physics simulation to be precise). This means it cannot render anything it is simulating, it "just does the math". You'd need to interpret its behavior to make it useful. Definitely not meant for beginners. There are many more ways to create physics though, and for a 2D sidescroller Box2D would probably be overkill, unless it is a physics game.