It occured to me I should probably look in to acquiring ammunition as well
You, Sir or Madam, are a master of the understatement
Welcome to TFL and welcome to the world of responsible handgun owners and users.
Since you are living in the good ol' US of A, you can usually
find cheap Full Metal Jacket (FMJ) 9mm rounds at WalMart, in 100-round boxes. These are Winchester white-box packages and you need to go back to the counter in the sporting goods section to ask for them.
You can also usually
find FMJ 115 or 124-grain rounds at Cabela's or other big sporting goods stores. These may be in 50-round boxes and there are many brands.
You can usually
buy ammo in a gun shop. Or at a gun show.
I say "usually" because panic buying and ammo hoarding has cleared out many stores, at least temporarily. For instance, a couple of weeks past I was in a Cabela's near Olympia, WA, and they had zero 9mm FMJ rounds and not a single .22 Long Rifle cartridge. That last part was a shock to me. "Is the world ending?"
Until federal legislation blocks it (assuming your locality currently allows it), you can order ammo online. Try CDNN or Sportsmans Guide or Midway or Natchez. You pay some charges for the shipping, which may balance out not
paying your state sales tax (if you have one).
I suggest owning at least 3 magazines for your Cougar. But have fun buying any more in today's outrageous panic buying world. CDNN normally has lots of many mag's but today, who knows? In fact, all those places I mentioned for ammo will sell mag's in normal times.
It is a fine gun and the older used pre-Stoeger magazines will work, meaning those that were made in Italy and marked Beretta. Once a Cougar, always a Cougar. Since my university mascot was Butch the Cougar, with a real live cougar back then, I'm surprised I haven't collected many more Cougar versions.
Did you mean that you are required to pass a class prior to actually shooting your new pistol? Where do you live?
I'll let others answer you about self-defense ammo. The short answer is: hollowpoints made by American companies, to include some smaller ones like Doubletap, are the way to go. And I would and do shoot 9mm +P ammo in my Cougar. But not +P+ since there is no way to tell how powerful that ammo is, since there is no industry standard for +P+.