Lots of good scope deals at Natchez Shooting Supply. Some Simmons "8-Point" scopes for less than $20.

I have a Leupold Rifleman 2 x 7 on my inline and it works fine. I have a Bushnell Banner dusk to dawn on my slug gun and it works fine too.

Great advice on this forum. Welcome.

Read your manual and also run through some of the previous threads on this forum for some starter advice. If you go to a gun club, there will be people there more then happy to help.

For me personally, I like the easy of pellets rather then powder. However, I am limited with pellets in regards to tweaking my load for the greatest accuracy.
Everyone seems to start with a load of around 90 - 100 grains of commercial black powder or black powder substitue and a 250 grain bullet. I used the shockwaves starting out as they were cheaper and I wanted to practice quite a bit. For me, this was a good starting point and practice & tweak, practice & tweak, practice & tweak.

Get a decent scope. A couple have been mentioned already. Nothing is mre frustrating then to keep shooting only to find a cheap scope will not hold its zero.

Biggest piece of advice: Keep everything consistent (cleaning technique, powder amount, clean vs dirty barrel, # of swabs between shots, etc...) from shot to shot. Once you have established a consistent Point of Impact (POI), you can change one variable at a time and know exactly what that change did to the POI. If you run into anything, let us know.