I would go visit a friend who reloads for some first hand demonstration if possible. There are a number of how to videos on Youtube to watch as well.
I would start with one gauge, probably 12 due to the wide range and easy accessibility of components to pick from. A used single stage MEC, like a 600Jr, will allow you to see the steps involved as slowly as you care to go. Deprime/resize, prime, charge with powder, seat wad, drop shot, start crimp, finish crimp. That is all there is to it.
Reloading recipes abound on the internet, both Alliant and Hogdon have on-line reloading guides with tons of recipes.
It is the hulls you have the most of that will drive the selection of the other components. So decide which brand and type of hull you want or can aquire easily and go forward. I would suggest for the novice reloader start with a premium hull such as AA, STS, or Gold Medal as the brass heads (vs. steel) give fewer problems.
As your experience and confidence grows you can graduate to the cheap hulls and other gauges.
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