I depends on where you are in PA. If you're to the east, Bucks Horse Park has some great starter events and schooling opportunities. Burgandy Hollow has a nice quiet series of unrecognized events. You can also check in NJ. I haven't gotten that way yet. I head mostly to MD. Loch Moy and Fairhill are by far my favorite places, but the drive is not so much fun. I'm smack in the middle so I tend to go south instead of north.
I like the Airowear vests. They are certified and eco-priced.
Yes you may wear your hunt coat so long as it's a dark solid color. To be honest, most events I've gone to (unrecognized) waved coats.
As for the scarier jumps... schooling, schooling, more schooling. Find a place like Bucks that has open schooling days and just hack around over the lower fences. What I was always taught was to school at least a level if not two over what you're showing. So if you've been doing 3' enter in the 2'3" division. You know your horse can handle the height no problem, so even the scary fences will be less daunting. It's important that your first few trips out are a good experience till your horse just hits auto jump mode on XC.
If your horse says no, you either asked the wrong question or asked the question wrong
And God took a handful of southerly wind, blew His breath over it and created the horse