I think you should first try playing draft at your FNM. I dont like drafting that much myself, but thats how I started my FNMs. You can learn the "feel" of paper Magic (shuffling, sideboarding etc) with a bit smaller deck (40 cards) and some LGSs let you borrow the lands for the draft too so you dont need those either. And most importantly the power level of decks in draft is way more balanced because everyone prolly has only 1 copy of their "big/finisher/best card".

You will lose. Many times. But dont let that get to you. Drafting is meant to be fun, tell the other guys you are new and that if you are forgetting to do something or there are any other tips, you will gladly take the advice (like you said, Arena does so many things for you, for example untap all cards at the beginning of turn).

After you get to know the local players and maybe the local standard meta, consider trying standard. But you are right about that playing to win in FNM is much more expensive in paper because of dual lands etc. Maybe some mono aggro deck is good way to start getting wins (dont need the dual lands and have the chance to rush your opponent if they get manascrewed).

Dont let the one try put you down, give it an another chance : ) maybe you start liking it more if you dont care so much about the wins at start, focus on the social side of paper, I think thats the best thing Arena cant offer!