Just my 2 cents. Of the calibers listed, I would start with 38 special. It is possibly the easiest caliber to load for and a revolver is a more forgiving of a platform. Same goes for bolt actions. There I would start with .223. As to loading steel case. I have never done it but as a general rule I try not to get too “creative” when learning a new and potentially dangerous skill. Would recommend sticking with the basics if you are starting out.