I started with 24g just messing around twisting. Then I bought a roll of 26g, 27g, 28g, 30g. I quickly realized that I needed smaller for wrap so I got a roll of 36g which is (imo) perfect. I have 1500' of 40g and it's fun, but I still prefer 36g SS 316l.
Here's my advice.
Wire-
You're going to waste wrap wire if you want to progress past fused claptons. Nothing wrong with staying with FC's mind you. I still use it even when I have alien wire and staggered framed staple wire laying around. So I recommend getting 100' rolls of 24g, 28g and 30g. Then stock up on 36g (or 38g) wrap wire.
Do yourself a favor and buy online. I use kbee wire because it's been consistent for me and it's incredibly cheap. They sell packs in different sizes too. If you decide to buy from them don't forget to look at the wholesale page. It's not really wholesale just really cheap because they are selling you quantity. I'd get a variety pack from their regular page and wrap from the wholesale page.
Deciding on what alloy/metal to get can be tricky. I have SS, Kanthal and NiCh80. Love the ramp on the SS and Ni, but the resistance is really low. After some fiddling around you'll know what to build with if you have a target resistance in mind. Us an app to help you. Since I'm moving away from regulated mods and on to tube and squonk mechs I'm more mindful of resistance. Sometimes I get away with all SS depending on the atty, other times I need to use Kanthal cores and SS or Ni wrap. I enjoy taking macro shots of my coils so I wrap with SS and Ni since they turn beautiful colors and don't really do much to the overall resistance.
Builds-
Learn to clapton with your eyes closed. Literally. It's really easy once it clicks and you'll be looking at faster drills because it gets tedious with a single core.
After you understand how to clapton a single core, try a two core fused clapton. These are easy because, if you have your drill and swivels set up properly, it'll clapton about the same as a single core. It'll probably twist a little but that won't mess anything up.
That's when things get tricky. I think I started with 4 cores after doing a single 1 core clapton and that's an exercise in patience! Took me all night to reel off a decent length of wire, and only then did I realize that it was basically useless since the resistance was so low.
Once you get some experience with fused claptons give the Alien wire a shot. Believe me when I tell you, it's all in the setup and it'll all click if you get the setup right. We'll, expect to practice a little, but it's easy once you get it. Easy not like, I've climbed everest 10 times, now it's easy, more like, I stepped up on that curb 10 times, now it's easy. Not sure if that makes sense at all. I'm tired.
Good luck!
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try to keep the lead at a 90 degree angle when wrapping and maintain the tension on the cores with the drill 
