Let me gusss, the Midway guy wanted to sell you that single stage press, right?
Seriously, there's nothing wrong with starting with a progressive, just take your time at first and pay attention to what's happening. I learned on a Dillon 550B, and didn't blow myself up.
I'd do lots of reading before starting, try to learn from other folks mistakes. One thing I'd do is to get the press setup, then just "tinker" with it for an hour or so without trying to actually reload. Get familiar with the operation, seat and crimp a few bullets without powder or primers to get the feel of it. You'll know when you're ready to go. When I started, I spent several hours tinkering with it before I tried loading real ammo. You can, of course, use the progressive like a single stage if that makes it easier to start.