About 15-ish years ago I took a beginner course which involved gas and stick only. I haven't touched welding since until I buying a TIG machine 2 months ago. TIG on steel was reasonably quick pick up even after all that time. So I'd recommend an continuing ed night course if you can find one. Learning the fundamentals with gas will set a solid foundation.
Definitely use 1/8" thru 3/16" thick steel coupons for starters. Flat beads before trying inside/outside joints. Clean everything meticulously: sand to bare metal & wipe down with acetone.
As others mentioned: you shouldn't get shocked. It means that your body is completing a circuit between your torch and the table...that really shouldn't happen unless you're holding the electrode.
I think someone mentioned the insulation/handle on the torch may be suspect. I'd pop the handle off and look around. I'm also wondering if there could be an issue internally with the machine that could cause the same problem. There's smarter folks here who would know.
Getting your body in a comfortable position is also really important. Setup an arm rest / reference surface to glide your hand on. Do a dry run to make sure you can move through the weld bead range without getting your body position out of whack. At first I found that I was using a death-grip on the torch. Relax! Also take up excess slack (weight) of the line with a hanger and ensure the line between the hanger and the torch won't be snagging anything mid-weld.
Some of the best YouTube University advice I came across is to avoid over-thinking the hardware. 3/32 electrode (2% lanthanated), 1/16 or 3/32 filler, #5/6 (AL) or #7/8 (steel) cup. Don't try jumping to fancy gas lenses, obsess about grind angles, other electrode flavors, etc... I'd even stay away from AL for a bit. While these items can definitely help fine-tune things or deal with trickier joints, you'll get yourself wrapped around the axle if you over-think it as a beginner.