The 9x19 is a more problematic round to reload than, say, the .45 Auto due to small size, higher pressure, and the rather "severe" case taper from head to mouth. I would recommend the .45 for any new reloader to learn on.
1) The Lee set will handle 9x19, 9x21, and 9x23.
2) Sizing 9x19 (and 9x21 and 9x23) cases requires a longer ceramic insert, so the force is higher. Many people find that they need to lube the cases before sizing. I use Dillon, RCBS, Lee, or Frankford Arsenal spray lube (hand pump). I spray some in a plastic bag, pour in 50-100 cases, and shake them up. This is more than enough lube.
Alternative, if you have the money, buy the Hornady or Redding sizing dies as the Titanium ceramic they both use is smoother than standard carbide.
3) About 5 years ago, I found I was picking up cases at the range that formed a raised ridge just above the extractor groove (loading for over 40 years, and I have only found this condition in the past 5 years). These case were not visibly bulged. I was scrapping these cases. Currently, I have the Lee 9mm Mak FCD and use it with the Lee Bulge Buster kit and run all my 9mm cases through it after cleaning.