Welding for the first time - need advice

Go to your local community college, sign up for a beginner welding class.

They should offer one of these that would fit most peoples schedule. Something like one night a week for 4 or 5 hours. It may cost you a couple hundred but you will get the benefit or burning up their materials while experiencing a variety of welders, and processes.

Something like a "Collision Repair Welding 1" would teach all the basics for an automotive hobbiest.