Start with getting a good loading manual (or two, or three)---Hornady, Speer, RCBS, etc. If you get into reloading / handloading you will need these books anyway. Read the instructions on the reloading process. You may want to start with a simpler set up (single stage press). The single stage press is good for working up small batches of experimental loads, and if you decide that you want a progressive, you may find the single stage still gets quite a bit of use, too. Especially if you are an experimenter at heart.
After reading the manuals, you will have a better idea of the process, and whether you have the space, patience, and time to devote to this addictive hobby.
Personally, I've never had need for a progressive press, but I don't shoot lots of *plinking* ammo either. If you want to load lots of ammo of the same loading, Dillon is the press of choice. Exactly which model to choose, I am not qualified to answer. Others with experience on these machines would be better qualified to make recommendations.
Welcome to the world of handloading.
Dave.