What would be a good coach to start with?
The only readily built plastic coach kit available in recent times is the Society's GWR B set, which is perhaps not up to the latest standards, but will produce a decent pair of coaches; officially discontinued, examples may still be available, possibly from the second-hand shop. You will need castings (buffers RG4 BR23, roof vents 3xRH1), bogies, wheels, couplings and window glazing. If you want to add internal detail, use plasticard for partitions, and PP12 seats. Bogies for most coaches are produced using MJT etched frames, which are available from the Society in various wheelbases, together with cosmetic whitemetal sideframes (GWR 9' Standard ones from 3SMR for the B set).
You can apply etched sides and ends from the Worsley Works range to an existing, suitably modified, coach; old Triang coaches can be used, although for GWR 57' coaches the Society's B set, with sides replaced by PP20 clear plastic coach sides, is a better bet.
All other coaches are basically etched, and require varying amounts of additional components. Finney&Smith and 3SMR coaches include castings unless stated, but may require wire and other bits and pieces. Worsley Works coaches, which are built on the Comet principle, generally include etched sides, ends and floor, but always require castings, as do the the Mallard/Blacksmith coach etchings offered by the Society. The Society has a booklet by Tony Seal which contains a lot of useful advice on building etched coaches, and Worsley Works has one describing the Comet approach.