Oh man if you haven't played Pokemon then you're in for a treat.
I have 2 suggestions:
(Non PRO related): Hmm, well since this is your first time playing pokemon ever, I would definitely start off with getting one of the DS handheld games if you're willing to spend money and a 3DS or 2DS if you don't have one. (For the games I recommend getting either Heartgold/Soulsilver version for the classic Kanto & Johto experience, or going with X/Y for a more modernized red/blue version experience). That's just my opinion though.
(PRO related): My other suggestion is to take your time. As in lvling your pkmn/exploring the region's. All-in-all just enjoy it at your own pace and really soak in everything the game has to offer.
Welcome to the world of Pokemon, Justin! If you want help in PRO or with Pokemon in general, my name in-game is: Corey. And/or you can add me on the forums.