Hi there mate, and welcome to the group.
First the caveat: Every single lockpicker has different ideas of what makes a good pick, and a what picks go together to make a good pickset. It's like asking "Which is the best SUV" and then hoping for consensus...you just won't get it, because it doesn't exist - there are lots of right answers.
But as a broad guideline: For God's sake stay away from the massive kits with dozens of picks and wrenches and rakes. Most are filler or are specialised beyond the skills of a beginner and are a waste of your resources.
You're better with a much smaller, robust kit in 25 thou that ticks a lot of boxes. For years the standard USA based set was the Southord C2010. That's still a good kit but is showing its age a little in the range of picks.
These days IMO you're better off with a Sparrows set and in particular the Spirit set
https://www.sparrowslockpicks.com/product_p/sspirit.htm which is a stupidly good beginners kit for the money. Add their set of top of the keyway tension bars
https://www.sparrowslockpicks.com/product_p/ft5k.htm and you're good to go.
Pick materials: Almost all commercially made picks these days are made of some flavour of stainless. 301 is the default. Peterson calls their very good material "Government steel" which is just yet another flavour of almost the same thing, stainless steel. Carbon steel picks are very cheap and have certain specific uses, mainly as testbeds for experimental picks, and for modding bespoke one-offs. Exotic stuff like titanium or carbon fibre...leave it to Hollywood.
Practice locks: Again Sparrows, if you can afford it, buy the Revolver. I personally don't like it but a MASSIVE number of new guys start out with this lock and they all seem to love it. There are other options but the Revolver gives you an awful lot of variety, in one package.
Carrying picks around: Don't. Unless you're a locksmith it's a dick move. I play guitar in my spare time and I sure as hell don't cart a Fender around with me. Trust me, impressing your friends with your picking skills while out and about is NOT what you want to do.
Lastly, one extra caveat: It ain't really the pick, it's how you use it. There's a current thread on here called "Happy New Year 2020" or some such where Femurat is happily picking many and varied locks with one filthy homemade half diamond that he shaped out of a street sweeper bristle. Choose a cheap set from a reputable brand (Southord / Peterson / Law Lock Tools / Multipick / whatever), and get busy with the short hook.
Best wishes,
Michael.