I will also recommend starting out on a straight wall case such as 38 Special or 357 Mag. Both are forgiving and easy to load and they will teach you the basics.

As to dies for reloading, I have had good success with the Lee carbide pistol sizer dies on my Dillon. Dillon's dies are good too. But I have a set of Redding 9 MM dies that the carbide sizer die that is hard to get the cases to feed into. I don't know if that's the way Redding made the die or if it's a defect, but it's not a good progressive press die at all.

I started out on one of the more tricky cases to load for, the 22 Hornet, when I was a kid. But I had my Dad as a mentor too. I didn't start reloading pistol cartridges until I bought my first 357 when I turned 18.