Here's an easy starting point for "what film": Ask your lab what they suggest! Although pro labs will usually develop almost any film you bring them, most have their developing lines set up for one manufacturer or another, and will have more experience with that manufacturer's film. If you choose a film with which they have a lot of experience, they'll be able to be of more help to you in identifying what went wrong with "problem" rolls and suggesting ways to improve the technical quality of your results.
I will be the dissenting voice against XP2 in particular and chromogenic b&w films in general. There's nothing wrong with them (other than the fact that they're scratch-prone) and I use them occasionally, but I think you'll learn more by starting out with a 400-speed silver-based film such as Kodak Tri-X or Ilford HP5. These are versatile films, usable under a wide range of conditions, forgiving of minor errors, and capable of first-class results.
Having decided on a film, ask the lab to 'process and contact' it -- process the film and make a contact sheet that shows all 36 frames on one sheet of printing paper. Buy a good magnifier and use it to study your contact sheets. You will learn a LOT this way, and it's much less expensive than having proof prints made of all the frames. You can pick the most promising frames, mark them with a grease pencil, and then have the lab make prints of ONLY those frames. This is a very traditional way to shoot and edit film, but it's extremely well-developed and works really well.
As for paper choice, again, I'd go with the brand and type that the lab likes. Again, this will help them help you if you run into problems or want a different look than what you're getting.
Papers differ a lot in how they behave for the person making the print -- but if you're not that person, all you really need to worry about are the paper surface (glossy, luster, matte) and tone rendition (different 'black and white' papers have slightly different tinges of color, and you'll probably find you prefer one over another.) Ask to see some sample prints and pick what looks good to you.
Starting out this way will let you begin from a well-tested baseline, so you can concentrate on learning the basics rather than trying to figure out what went wrong with an experimental procedure. Once you've got the baseline performing reliably, you'll have a foundation from which to explore other options.
Good luck and have fun!
