Wow, thats quite a bit for one post, but I'll try to give some answers.
Lead shot vs. steel shot: The difference is what the actual shot pellets are made of. Lead shot is made of lead, or lead based, and steel are made of steel -or steel based. Generally any non-toxic shot can be called "steel shot" though its more correct to say steel shot is non-toxic shot. Since it was discovered that lead can be toxic to wildlife, steel is required for some applications. Migratory waterfowl -ducks, geese, coots, mergansers... -are federally regulated and require non-toxic (steel). Federal waterfowl production areas also require steel, so do many public hunting areas of some states. It won't be to long and all lead shot will be banned on all public lands, and eventually on all private lands, too. You will have to check the local laws where you hunt to know what/where lead or steel is allowed.
As for safety of eating; yes it's safe. Just don't eat the lead shot if at all possible. Most every pellet that hits a bird leaves a bruised area around the hole, and is easy to see and pick out. But it's not really that many birds that have lots of pellets in them. You will see what I mean when you shoot a few birds. It's pretty straight foward.
Head shots; I wish I could head shoot all the birds I shoot. I do try to take head shots when I can, but not when I first started. Then it was just about hitting the bird at all. Some guys may have more skill than me, but I wouldn't believe everyone if they say they only make head shots. That's usually what I focus on for my shots now, but hitting them in the head every time is not possible. Remember the shot spreads out when it leaves the barrel, so the pattern will often hit many parts of the bird.
The only time I use steel shot is when it's required by law. Lead pellets have a higher density than true steel shot, and that gives more energy per equal size pellets down range. Therefore they kill better. Some non-toxic shot is blended with tungsten or bismuth and that gives it a higher density than even lead, but for me they are cost prohibitive. Usually several times the cost of lead or steel. That's why I prefer to use lead whenever I can.
As far as what you need to know about upland... You never really stop learning. My advice there is to seek out someone (hopefully someone on HNI will offer) to tag along with. If you are ever in MN, I would be more than happy to bring you out to give you an idea. Personally, I won't even go out without my dogs (or some good dog at least) thats the way I prefer to hunt. But basically yeah, if you cant find someone to go with, just get out and go. Pick a target species, get on your DNR websight, hell even call a warden, and start finding where that species is, then go and stretch the legs out. Actually calling a warden is a damn good idea. They will know some public areas with birds, and can advise you of any special laws/considerations.
I use 4 shot all season long for pheasants. Might switch to mod choke for late season, but generally 1 1/4 oz federal premium work all year long for me. The reason some people switch things up later in the season is that often later birds are more educated by hunters, and often flush farther away. Also, they seem to have much thicker feather layers that help deflect some of the energy of the pellets. So heavier pellets or heavier chokes are often used.
The 870 would work good. Like I said, I prefer 4 shot (but lots of people like #5 too) and an improved choke.
One last thing, not to pick on you, but most people don't say they caught their game. Usually they use words like shot, killed, stuck, took, or the new vogue word is "harvested" The only time I hear the word "catch" is people who know about fishing, but nothing about hunting, or trappers, or some of us that catch live hogs.
Good luck, hopefully you can find someone to take you along, thats really the best way to learn.
New TO Hunting.. Question 1
