Flux is messy and splatters all over. Smokey and hard to see what you are doing. It costs more to go to gas but there is a reason. Welds are cleaner and prettier.
What do you want to do with it? I only fluxcore when I have to tack something together outside in the wind where the wind would blow my gas away. Gas is better. If you are asking what to do, get a gas bottle of MIG mix and practice with that.
As far as wire, .030 is probably the best to learn with. Again, depends on what you want to do. Are you doing structural or sheet metal? If sheet metal, you want .023 and gas. For structural, .030 or .035, with .030 usually preferred unless you are doing something very thick (like half-inch).
The manual says less heat? No. Not sure that is true. Primary reason to do flux is if you weld outside or can't afford gas. No other benefit other than price. If they mean smaller HAZ (Heat Affected Zone), then go TIG, not MIG.
What is the amp range of your welder? How many amp settings does it have? Is it 120V or 240V?
Congrats on your purchase. Some good welding forums are at Hobart and
www.shopfloortalk.com. Good luck with it.