When you start stick welding for the first time, your electrode will stick to the metal. It is gonna happen. When I first learned to stick weld, it would piss me off so much because of sticking. You just have to do is keep practicing your welding. You will get the hang of it and not have the electrode stick anymore.
As a teenager, I first learned to gas weld with a torch from my father (never mastered it like he did), then moved on to his Lincoln stick welder. Have not done either in over twenty years, now just use a Mig or Tig welder. My advise is, if you foresee yourself using a welder frequently, then put down the stick and get a Mig welder. Your learning curve will be much shorter, and produce better work. If you don't do much, than keep practicing as you get efficient soon enough.
My next advise is if you eventually buy, get the highest quality your budget will allow! (save up!) My Clark Mig works great, but I went cheap on the Tig welder and I'm always either fighting it or repairing it (currently it's the foot peddle).
As mention, an auto darkening helmet is a must! I don't understand how I did it in the past... it's that much of a difference! Some people like flux-wire, I'm not a fan and only use gas. When you first learn, weld scraps of your metal (gauge sample) to dial in your amp and/or wire feed. It sucks to melt through your good piece.
I'm teaching my 12 year old to weld this summer. I won't even bother to teach him to stick weld. Starting him on the Mig. He has done it 5-6 times, and is starting to lay a good row of bead...