Start with something you are going to use. A medium size horn that holds only about 1/2-3/4 lb. of powder is more than enough to hawl around when you are hunting. Generally its going to have enough powder in it for most range sessions, or club shoots, too. As you develop skills and tools, then you can go big, or smaller.
The LumberJock site is very good.
Get the Sibley Book. Its well worth the money spent.
The artistry in horns is something that you can work on AFTER you learn the basics and decide if this is something you really want to do.