Yes, yes, yes, yes on the safety class. $50 is a small price for safety...but look around, you can probably find one for less. A Hunter Safety class is often less and goes over firearm safety quite well.
There is a huge number of ammo choices. The major brand names are usually a good way to go, especially during break in period on the new gun. Hold off on the cheapo plinking stuff until you have run a few hundred rounds through and you know the firearm better.
And buy a safe to secure your purchase.