First thing is first. Take a certified MSF course, motorcycle safety foundation course. It should be a requirement for licensing. The course will cover all the basis and teach you all the techniques you'll need for slow speed maneuvering and teach you good riding habits. They have courses all over the place and you just need to either search the MSF website or google MSF and your location and it should be that easy to find a course. Just make sure whatever course you take that it is MSF certified. Yes it does matter. At the end of the course they'll give you a test and if you pass their test you get a waiver to take to the DMV. It'll also help with your insurance.
To answer your second part, don't assume that you should automatically go for a 250. First off 250s are small bikes, very small, and some taller people have issues with control placement. You need to find a bike that is comfortable for you, even if that means going for a 500-600cc bike. Bikes are dangerous but only as dangerous as you make em. Take the course first, which will actually take place on a 250, and then decide if you like the way it feels. If it doesn't feel right you can move up. Also never buy a bike before sitting on it, and never buy a used bike unless you know what to look for in a bike, frame, fairing, engine, controls, maintenance.
Here is a guide to buying used bikes:
http://www.clarity.net/~adam/buying-bike.html
Hope that helps if you have more questions you can pm me or I'll check back here I guess. Just remember, all gear, all the time or you will end up an organ donor.