You will find a lead and picks in your local guitar shop.
The best way to learn is to pick songs that you know and sound easy (or have easy parts), and find tabs for them. I use(d to use, before I learnt by ear) this site
. Find a cracked Guitar Pro somewhere, it's awesome. Then learn the easy bits, struggle with the hard bits. Have fun, learn more songs, get better, realise you can play the harder bits, start picking harder songs etc.
Try to keep your playing varied, too. When I started I tended to focus on single-note, pick based riffy songs. Subsequently I was (still am a bit) gooseberry fool at chords. Try things like finger picking as well, it's well fun. After playing a different style you'll notice an improvement in your regular playing, too.
The most important part is to have fun, if it's not fun you will not stick with it. Make sure to play with an amp, this was one of my killer mistakes. You end up playing way too hard so you can hear yourself. Especially fatal when I was first learning bass, I'm only getting over that today, years later. Play out loud along to the songs as well. You're tone might be awful, but it's still fun. Helps with your rhythm too, another big mistake of mine. Playing parts solo I always ended up going way, way too fast.
My local music shop is a dump, rip off prices and owned buy a guy who will try and flog the whole store to me. Internet is way easier.
Advice seems sound, I'm definitely finding the playing loud so I can hear it thing, just hope my amp still works. Used to have Guitar Pro when I tried learning a few years ago, I'll have another look at getting it.
EDIT: Also, where to buy lead and picks?
I've used these a few times before - http://www.stringsdirect.co.uk