Help with picking out gauges?

So, I'm really thinking about getting gauges but I know almost nothing about gauges. I was just wondering if you guys could help me and tell me everything you know about gauges. I have regular pierced ears. What size should I first start with? How does sizing up work? How much do gauges usually go for? Where would be the best place to get gauges? Does it hurt? Can they shrink back? How big should I go? I'm sorry I have a lot of questions, I'm just really curious and I'm trying to find out more information! Thank you very much!