Hi,
I'm very new to this myself. My first tool set was from Hobby Lobby and it was cheesy. Then I purchased a Barry King knife, one he recommended to me after I emailed him with some questions. He was very helpful and responded on a Sunday. Needless to say I was impressed. I then started buying vintage Craft tool stamps on eBay with great success. As far as leather to practice on it was suggested here to find a local saddle maker. Well I could only find one in my state, Louisiana, and he was great. We met on a highway exit where he gassed up and gave me about six pieces of nice leather. He even showed me some drawing tips. Real nice guy. Good luck to you!
Oh, and I returned the set to Hobby Lobby and will put that towards more stamps or a book. Also, Weaver does put out some nice looking kits to get started. Check'em out.
You also asked about a maul or hammer. I'm stuck on this myself. Don't know which way to go. I have a bad shoulder and I think a tapered one is best for me. My thinking is it can keep my shoulder/elbow lower. (?)
Then I need to decide round or hammer style. I'm tempted to go cheap, with eBay to try it out but I love the look and apparent quality of the Barry King and Bear mauls.