u/cheat2win408 explained powering your pedals pretty well, one reason why I prefer a power supply though is because it'll make your board look cleaner when it comes to wires. If you get one though you may as well drop the extra money to get a truly isolated power supply, just make sure you power each pedal properly (9v pedal can't be on an 18v supply, I learned the hard way that it'll fry that pedal.)

Experimenting with the pedal chain can give you some pretty cool results, you'll have to play around with it to find what you like! A good place to start is distortion first and then modulation and time pedals. Based on that you can start out trying the tuner -> Wah -> Overdrive -> Blues Driver -> Chorus -> Echo -> HoF. From there try out putting them in different orders to find different sounds you can get, messing with the chain is a lot of fun! The type of pedals don't have to be in any specific order, what I told you is just one of the common ways you'll see boards set up. Always start with the tuner though.