This is going to take a while;
If you are just getting into traditional black powder go with a finished rifle, like JW said, lots of used ones out there, lots with essentially ruined barrels from not being cleaned but some gems as well. TC doesn't make side locks any more, Lyman does and would be my first choice. Traditions, Cabalas' and CVA make OK entry level guns.
As for kits there are two types, assembly kits(TC, Lyman,Traditions) that are no more than minor parts fitting and stock finishing and parts kits like the Chambers kits that require a considerable amount of wood and metal working skills a vast array of tools, a shop or other place to work and a couple hundred hours time to complete. The third choice would be a scratch build consisting of a block of wood and a pile of parts ,the most difficult to complete but also the most satisfying.
Here is my last scratch build, an English Fowler turkey gun.
Finished except for applying the stock and barrel finish.
Another choice would be percussion or flint. I like flint but it definitely has a learning curve to be proficient with. They don't call them "flinch locks" for nothing.