Welcome to FT,
ngabriel!

(And also a welcome to
withatwist and
Dodoldurian!)
As you can imagine, there's no "right" answer for all the questions you asked. As others have said, the best way to start is to take advantage of all the great information that's already been collected here by the members. I'd encourage you to take the time to read the "sticky" threads at the top of each of the forums. They tend to contain "Frequently Asked Questions," wiki sections, glossaries, popular threads, and/or "help desk" threads. If you're looking for something specific, utilise the "search" function. (Odds are, the exact same question you has already been asked and answered - probably multiple times!)
But to get you started, I'll pose a few questions for you to ponder...
Why do you want to start earning points/miles? Because you love to travel? Want to earn enough for a specific goal like a family vacation?
If you're looking to gain hotel points, pick a chain/program and stick with it. (And of course read everything you can about the tips of the trade from the corresponding forum.)
If you're looking to gain airline miles, pick an airline and alliance based on your travel patterns. (That is, which airline(s) serve the airports you use? Are you willing to drive to another nearby airport? Will you be flying long trips? Short trips? Many trips? Few trips?)
Good luck!