Rusty and Raider pretty much nailed it.
I will just add that, with regard to the percussion revolvers, the large frame Colts (Walker and Dragoons) are great guns to shoot but, because of their sheer size, they're not recommended for beginners. Get one of the medium frame Colt or Remington guns to learn and practice with.
Raider mentioned Uberti and Pietta for the pistols; I'll add Euroarms as a good manufacturer, and you'll find occasional mention of Pedersoli too, although the Pedersoli guns are quite expensive.
Raider's advice on the long gun is very worthwhile. Flintlocks are great, but can be very frustrating if you're new to black powder. They require a whole new level of experimentation and discipline beyond the percussion guns; adding that to the task of learning black powder in a long gun is often daunting.
Flintlocks are addictive. Once you've gotten comfortable with a percussion long gun and you then shoot a flinter you'll have a whole new world open up to you. But get the cap gun first to give yourself that chance.
BTW, I'll second Raider's recommendations on the long guns, too, and add Thompson Center's Hawken as a fine gun to own and hunt with.