Advice plz!

Would it be better to use potting soil for my first time? One guy told me to use clay pellets........ Any suggestions?

I say this over and over. Use an all hydro set up. Whether or not it gives you a bigger yield is questionable still. However the ease of using rockwool and or hydroton (clay pebbles) is great. I have soil, rockwool, and hydroton in my journal being used if you have any questions. I have grown out doors for a while now. I find it easier indoors with an all hydro system. Less chance of pest problems, less chance of nute problems with the soil. Growing in soil is kind of an art form, growing in a hydro system is plug and play, literally.

Ide say go soil. get a nice bag of some organic stuff ~25$ for a huge bag at lowes/homedepo or plant nursery. make sure what ever you get is clean and doenst have any chem pellets etc... You could do the semi hydo w/ pellets i hear its not too hard (havent done it) but for a first time its always good to just germ a few seeds, pop em in the soil give it some care and it will grow, get to know the growing process be4 u start messing with setups imo.