I would suggest you go out and buy a new reloading manual from Spreer, Hornady, or Sierra and start studying up on how to reload before doing anything. Learn the terms, the steps and tools. Then start studying the loading tables for the different cartridges, look at bullet weights, calibers, velocities, trajectory tables. All that will help you to understand the process of re-loading and also become familiar with the performance differences between the many different cartridges helping you to better choose what caliber gun to start with. Then I would go to some web sites that sell reloading components, look at the cost of the different components you will need. That will also help your choice of what caliber to buy. It's a lot more fun to load for a caliber that you can both find components easily and also afford to reload. The easier and cheaper it is the more you will be able to shoot. In general standard non magnum caliber cost less to load for. Everything you need to know will be in one of those reloading books.