Welcome aboard Karlloss! Always nice to see another
WRT workholding, there's already loads of great advice here. Personally, I use a mixture of - clamping directly to the bed (these days, with a bit of scrap underneath, as per Joules, so you don't gouge your mill bed); a vice for quick & dirty stuff, and a jig/fixture plate if I need accuracy and/or repeatability. I usually use steel for my jigs, partly because I'm a masochist, but mostly because aluminium is expensive compared to steel...
I'd recommend buying a cheap set of cutters (the cheapest you can find) first - because you will blunt, burn and snap them with alarming regularity... Don't worry about it though, it's all part of the learning curve. Once you've got the feel of your machine, and the material you're milling, then go for more expensive cutters; they are better in every respect & you'll find that your knowledge of how your particular machine cuts means you'll rarely snap or burn another one. Be careful switching from HSS to solid Carbide though, they do need to be driven differently, and carbide is expensive and very easy to break if you aren't aggressive enough with it (DAMHIKT).
Last word from me: This is one of the best, if not the
actual best, forum in the world
to ask newbie questions on. It's the only totally friendly forum I know of, where even the political discussions peter out rather than end up in a massive row with toys thrown etc. You will not find another engineering forum anywhere which will guide you with such friendly advice. I'm not sure how Eric managed that, but this is now my go-to place for any kind of engineering question. So do ask away, no-one is going to accuse you of asking silly questions!