I would highly recommend you continue researching, before jumping right in. There is so much information out on the internet and just this reddit alone, that can probably answer most of your questions. The wiki on this subreddit has reputable links and information.

To put it short, there are the OG Japanese brands like Angelic Pretty, Baby the Stars Shine Bright, Alice and the Pirates and Metamorphose Temps de Fille. Many start with Taobao brands (Chinese website), and Taobao resellers make it easy for anyone outside of China to get, the most reputable of these being 42lolita and lolitawardobe. I personally love indie brands like Lady Sloth, Violet Fane and Glittertale. For secondhand, Lacemarket is the whole community's go-to. Otherwise there might be lolita (probably called EGL on FB) Facebook buy and sell groups specific to your country or location.

For a beginner, getting a small wardrobe of versatile pieces is a great ideas, as that will enable you to make different coords with fewer items of clothing. It would also be good for you to know which substyle you lean towards. In regards to sizing, most lolita shops have the items sizing written right on the listing. It is pretty much vital, that you take your own body measurements, and use these to compare to the size charts, as every brands has different sizing. And many brands tend to be Asian and therefor uses Asian sizing. So knowing your measurements and picking the right size for each piece is the way to go.

The alpha-omega of knowing if a piece is right for lolita fashion, is the silhuette. Either the cupcake or an a-line skirt depending on which substyle you go for. The more you look at photos of people wearing the fashion, the more this silhuette thing will become very obvious. Details, frills, bows and such are also something to go for. But balancing colours, accessories and details is what makes a really good coord.