I started helping my Dad reload in 1963, when he was working up loads for his favorite rifles, a Winchester Model 70 in .264 Win Mag (he was ahead of his time; he would have loved the 6.5 CM), and a Garand. But he didn't do half the stuff we do now. I don't recall him ever cleaning a primer pocket, or neck sizing for his bolt guns. Dies were RCBS 2-die sets IIRC.
So, I didn't really learn more than the basics, and Dad wasn't a big teacher. I learned more about bullet casting than anything. What I wish I could go back and redo was 25 years ago when I finally got a reloading room of my own: to NOT start with a Dillon progressive, but to really learn step by step with a quality single stage and good tools. The Dillon hides a lot of the process from you in a way. Now I use the Dillon exclusively for pistol, and a Co-ax and Lee Classic Cast for rifle.
Things I still need to learn: annealing, and how to do it economically, or if at all, and more about setting neck tension; I'll be picking your brains here. Right now I have Redding sizing dies from their Premium set, and Forster seating dies, but don't bother with bushing dies, or trim case necks. I have a Redding case neck Concentricity gauge to sort brass by case neck, but rely on the dies to set the neck tension, which I actually don't know how to measure yet.
Other things I wish I had done differently:
1) Read more before running out and buying the first thing you read about. I have a dozen Lee factory crimp dies I probably don't need, and especially don't want when crimping lead .44 mag and .45 Colt loads. A suggestion was to use the Lee crimp dies without the crimp ring, and I have those part numbers to order from Titan, but I might as well use the standard seating/crimp dies. (?) I also don't think I needed to replace the standard Dillon .45 ACP crimp die with the Lee FCD in Station 4 of my 550B (reloading hardball), but guess it can't hurt, while the Lee FCD's in 9 mm and .40 S&W are probably useless.
2) NEVER accept handloads from a stranger. I stupidly did this when I was 19, and almost ruined a beautiful super-polish/super-blue Old Model Super Blackhawk (3-screw), which takes some doing. Found out later the guy used _24_ grains of 2400 (the old Hercules powder) under a 240 grain hard cast bullet, and CCI #350 Magnum primers. The heavy revolver acted like a stick of dynamite went off at the muzzle. He was one of those gun store experts, a "camo commando" as an old friend used to refer to them, and best avoided like the plague.
I don't know how many guys like that I've run into at the LGS and the range; none of them know ****, and are only too happy to share their knowledge with you.
3) What several others have said: always start with the best you can afford.
4) Wish I had found Inline Fabrication and their excellent mounts way earlier.
5) And the best tip for dummies like me when I was just starting out 25 years ago: ALWAYS label the powder in the measure, and don't leave it there for several months.
Really, how obvious, but since I had only Unique and Blue Dot at the time I thought I was safe. I managed to figure it out eventually by reviewing my notes that I fortunately took, and weighing each bottle of powder and subtracting the number of rounds I had loaded, but the thought of running 15 grains of Unique in my .44 Mag was scary, while 5.4 grains of Blue Dot in a .45 ACP would have been a waste. I did have to replace the powder measure tube though as it discolored.
Thanks for the good thread!