A lot of good suggestions are given here, however I believe that as a reloading newbe you should hook up with somebody who reloads and has done so for some time. Make sure this person is a safety first guy, who doesnt just substitute components but follows the reloading tables provided by Alliant, Hodson etc.
Years ago I shot quite a few clayes and reloaded on a Texan fw single stage. It worked OK but was somewhat slow. I got out of shooting (except for shotgun deer hunting) for a couple of decades because we had to buy braces, sports equipment etc for the kids.
A couple of years ago I decided to try clay shooting again and got hooked again. I bought a MEC 9000G, my first progressive. This machine has a good reload rate and can also be used as a single stage until you get used to it. I however thought I knew how to reload and just started to crank em out.
Needless to say that I had some messes to clean up (shot & powder all over the place). So I reloaded a few boxes one at a time until I got confident with the machine. To alleviate the occasional mess I put a cookie sheet under the machine to catch any potiential mess. See the attachment of my setup.