Lessons firstly - you don't want any bad habits, trust me!
You can start as slow as you want..
Circles are important. Start at a walk and work on keeping your horse around your leg and practice small circles, spiralling in and out. Then do it at a jog and a canter.
Work on moving the different parts of the horse's body and getting/keeping your horse responsive. Work on moving the hip in which then leads onto the lead departures -
Practice walk-canter lead departures as these are also very important in reining.
Stopping and backing up - you can do this at a walk, then at a trot. I don't mean a slide, just a nice 'whoa' stop and back up.
Even though circles are important, it is just as important to work on going straight when it comes to stops and roll backs.
Always have a goal for each ride. And try to mix it up where you can.