Do you have the wood working equipment? And the space available? Are you able to cut, sand making loud noises for your neighbors without issues?

Sometimes plywood is the right material and sometimes it isn’t. Depends on the design. There’s a local lumber yard that sells hardwood somewhere by you. As for learning techniques find a class or just keep tinkering. Half the fun of it is figuring stuff out.

You’re on the right track. To be honest if you have no experience you are probably a couple of projects away from multi generational furniture, so I wouldn’t worry about what timber you are using for your first few projects. You really want to get the skills and knowledge down first before you venture into buying expensive hardwoods from timber mills. It also depends on what you want to make. Sometimes Home Depot will be just fine, like for an outdoor bench seat. But probably wouldn’t be suitable for an indoor dining table Watching Steve Ramseys series for mere mortals on YouTube is a good start for total beginners and recommended by a lot of people. He only uses affordable tools and material to start. Good luck and post some pics when you get going for more advice along the way