SubGunFan makes several good points; especially 'bout staying away from "his" lead!!
OK - the first and most important thing is safety! Most people do not obey the "safety" rules when casting but I strongly suggest that you do ... the "tinsel fairy" is unforgiving and she will burn you real bad!! Eye protection and a good set of leather gloves is a MUST HAVE - I also strongly suggest a apron (I just use one of the inexpensive welders aprons from Harbor Freight). Long sleeves and long pants. Pants need to be long enough to cover your ankle -- Just ask me how I know these little things!! Once a hot boolit leaves the bench and lands in your boot or shoe, you want have to ask!! - or when you pick-up a hot boolit with your bare hands, you want have to ask!! - or when a drop of moisture gets into your melt and the "tinsel fairy" arrives, you want have to ask!!
As SubGunFan stated above, you do not want to smelt in your casting pot. See that you have a Lee 20lb bottom pour pot. Only put “clean” lead in it. Dirty lead will stop-up your pour hole and it will become a PITA. Once you get your wheel weights (WW) or other lead, you will need to “smelt” it down into manageable ingots. I do this on my fish cooker in the backyard. Try to find you a cast iron pot (no cracks) for this purpose. Melt the WWs down, skim of all the crude, and cast the molten lead into some type ingot. I got a couple Lee ingot moulds that I use but have used muffin pans and a cast iron cornbread mould. Just don’t make them too large to fit into your cast pot. Also, stay away from anything teflon coated!!
Good ventilation is also strongly suggested. I have read a lot on lead poisoning, and have come to the conclusion that in a normal casting operation, you will not get the lead hot enough to worry about lead fumes; however, your lead will not pure and will have some other "stuff" in it ... good ventilation will help with this. In the winter I do cast in my garage, and keep a little fan running while I cast.
You asked several questions and will try to address them. You got to have moulds. I like the Lee moulds. They are not as easy to use as Lyman and RCBS sometimes, but you can buy several Lee moulds for the price of one of the others. Also, the 2-cavity Lee moulds actually comes with the handles already attached. I only have one Lee 6-cavity mould. It cast pretty good when I keep the temp of the alloy way up ... seems they like to be cast "hot." If you get the 6-cavity, you must buy a set of handles.
Lee says you can cast, lube, and load with their moulds without sizing. I own a bunch of Lee moulds and have had very little success without sizing the boolits. This is especially true in pistols .. I do not own a pistol mould that will feed reliably without sizing. With that in mind, I suggest that you be prepared to size your boolits. I have an RCBS lube/sizer that works great; however, I do not use it for pistol boolits anymore. I use the Lee push through sizing dies - simple, cheap, and they work great! Lee makes many different size dies - slug the bore of the pistol and see what you need. I use a .452 sizing die set for my 45acp. However, Lee does make one in .451. You want to size your boolits .001 to .003 larger than your bore slugs.
You will need to lube the boolits. If I was just starting, I would use the Lee ALOX tumble lube first. Cheap and simple to use and I have had good results with it in pistol loads. A bottle of this tumble lube and instructions comes with each set of Lee push-through sizing dies.
Recap - try this first: 1) Lee mould; 2) Lee push through sizer die; 3) Lee ALOX tumble lube. Cast some, size ’em, lube ’em, load ’em, and shoot ’em.
Casting is a lot like reloading. There are the basics and then all the other “nice to have” stuff....