Howdy,
There are lots of bullet choices. 250-165 grain. Just make sure that they are lead bullets, no jackets. Hard cast is best, in my opinion.
As for a shotgun, I'm sure you will find many folks more than willing to loan you their shotgun. Take them up on that offer and try out a bunch, then you can pick the right style for you. One consideration is that some classes require different shotguns.
Welcome, keep asking questions and we'll do out best to get you settled in!
Adios,