PS: The Four Great Masters of the Regular Script (Ouyang Xun, Yan Zhenqing, Liu Gongquan, Zhao Mengfu). Ouyang Xun pioneered the Ou Style (style: rigorous and neat), Yan Zhenqing pioneered the Yan Style (style: rounded and thick), and Liu Gongquan pioneered the Liu Style (style: rigid and thin).
It is recommended that you start with a medium-case pen, which is the right size to easily compare the differences between what you write and what you copy, so that you can improve and enhance it. When practicing, first observe the structure of the font, the weight of the pen, etc., and then put down your pen after you have gained some understanding. When practicing for the first time, start with the simplest strokes (dots, horizontal, vertical, apostrophes, presses, folds, etc.), and then start practicing after you have mastered them. The more you practice, the better you'll be able to write, and the more you persevere, the better you'll be able to write.
As for whose character to practice, LZ can search for his favorite fonts and posters through Baidu (many of which can be downloaded), and will surely be able to find a lot of useful information, such as which fonts and which masters write better, and then according to his own preferences, from which he will pick the most favorite.
I hope this helps LZ, and good luck with your wish!