My only advice is to only worry about having fun.
I know there are a lot of rules lawyers who play pen and paper role playing games, and I find that really a huge load of not very fun. Go in to spend time with friends, have great adventures, don’t be afraid to try silly things, let the dungeon master worry about rules, if anyone has to.
As for what set to get to start, they have bunch of beginner’s sets and they should provide you with plenty to get started. Have fun!