Wow, you sure are getting a lot of advice. Let me throw in my $.02...
Primers
Check the directions on the Lee Auto-Prime. I have a bunch of Lee equipment, and all of it warns against using Federal primers. There is something about Federal primers that is funny with Lee equipment. I have stuck to CCI, Winchester, and have recently tried Wolf as well. Lee has posted the instructions for most of their equipment on their website. Google Lee Precision.
Powder
I started reloading back in 2005 and was really nervous when I got started. Initially, I started out loading .45 Colt for cowboy shooting, much like the .38 Spl. You will do fine, just stick to the basics to get started. You might want to look into trying some Hodgden Titegroup powder when starting out. It is easy to work with and pretty forgiving in long revolver cases. You also get a lot of bang for your $ with this. Also as mentioned before, Winchester 231 is great as well.
Recommendations
Look into getting a Lee Powder Funnel. It is just a few bucks and will make your life easier when using the Lee dippers. It fits ontop of the powder through-expander die. I also use something called an Overall Length Cartridge Gauge. This is simply a metal cylinder machined to the maximum dimensions of the specified round. I check every round in these gauges as part of the quality control and checks I do after I have loaded my ammo. Any case exceeding the max OAL will stick out the end of the gauge.
Good luck, and have fun with it. Reloading is a great hobby. In just a few years, I have gone from one to eight calibers with all kinds of various machines, devices, and tools. It is a tinkerer's dream come true.
M.