Definitely need to have a range session before you go out hunting, unless you plan on only shooting at deer that are less than 10 yards away.

If you want to go with pellets, you can get either Triple Seven or Pyrodex. Triple Seven is less corrosive and a little easier to clean up, but other than that they are fairly similar.

I would definitely use 2 pellets, not 3.

As for projectiles, try a prepackaged bullet/sabot combo. Depending on what is available at the store you are going to, some good options are the Hornady XTP 240 or 250 grain, the TC Shockwave or Barnes Expander/TEZ/TMZ. Any of these will do a good job with proper shot placement.