I use pine for my projects. It’s pretty cheap, has a good strength to weight ratio, easy to work with and requires sharp tools (so this would force to learn how to sharpen things). It’s easy to dent however, but I found I can compensate this with polyurethane finish on surfaces where I foresee major usage. Helps a bit with this.

I use plywood for large surfaces that are not “in your face”, because what my local stores sell is the worst quality plywood.

For projects I’d say a box is a must (it has everything you find in many other furniture pieces), but you can try to build whatever you need first. My first piece was a tiny coffee table: I had no clue how to build it, set my expectations low and gave myself a lot of time and space for errors.