Welome to the shooting sports, and congrats on getting your PAL! You're in the right forum (rimfire) when considering your first firearm...and whoever told you to start with a magazine-fed bolt action=gave you some good advice. I could rattle on as to the "why"on that (and can..) but I'll move on.
What to pick? That's a function of your budget really, as there are guns to fill any price range when you come right down to it! lol My advice would be to buy the best you can afford, but don't feel any pressure to make that a top-tier rifle. Chances are that whatever you buy won't be your last..so don't sweat the decision too much at this point. I'll stop short of saying "get a Cooey" because I think there are better choices to be honest. I'd seriously consider a Savage if I were in your shoes. A new B22 preferably but a used Mark II would be an OK choice as well. I personally think the synthetic stocks on Mark IIs are worth trying to avoid, but I've owned one and got by just fine.
As for sights~generally speaking, iron sights on newer/reasonably-priced 22s (Savage/Marlin/Ruger) are nothing special, it's only when you get up to CZ level that they start getting good. There are exceptions..just speaking in general terms. When shopping for 22s, you'll find that standard weight barrels are the models that come with iron sights, varmint (heavy barrel) never do. In most cases, either style will allow you to mount a scope. Which barrel type to choose will depend allot on how you intend to use it. If you're standing and shoulder-firing the rifle (called "offhand" shooting) you won't want to do that with a varmint-weight gun. If you're planning on carrying it allot (i.e., squirrel hunting) again...you'd thank yourself for avoiding a varmint barrel. If your plan is to target shoot from a bench, or lay down and shoot prone off a bipod or rest...this is where a varmint barrel shines. I don't believe it has an accuracy advantage, but in my experience...the extra weight really steadies the gun. Just easier to hold very still.
To scope/not scope~if the gun has iron sights and you want to get a feel for it without a scope, I think that's a very sensible thing to do. If you're wired anything like I am (and if your vision is about the same) ...you may find that the distance at which you can see small targets, and see where your bullets are hitting, is actually pretty short. Not saying to scope right away, but for me...targets have to be pretty close, and relatively large for me to see them...and enjoy shooting at them. lol i.e., a clay pigeon or pop can @ about 40 yards might be the practical limit for me and iron sights. Anyhow, like the rifle...get the best scope you can afford if you're going that route. Most people get the cheapest they find to start but with optics, that can really be a limiting factor. Doesn't mean you have to spend a ton on them, but you DO have to sort of buy "smart". Some of the least expensive scopes out there (3-9X) aren't even built for rimfires, and only work properly at distances meant for centerfire rifles.
Ammo~you'll learn this eventually the hard way if nobody tells you
....but here is a FACT about 22 LR ammo~not all ammo types shoot well out of all guns. In fact, just the opposite. Some guns will only SHOOT one or two types well. (well=accurately) If accuracy is a priority to you, buy a box of every kind you can get your hands on...and try them in your rifle. You can leave-out match-grade stuff, I'm suggesting ammo that is less than $6-$7 a box. A good choice would be something like CCI Standard Velocity if you can get it. I personally avoid Winchester ammo, but I do have 1 rifle that shoots it decently. (a CZ) I'm also not a fan of Remington rimfire ammo, especially 22. Look for CCI mostly, but I like Federal too. Lastly, decide whether or not you want to be running the highest velocity ammo, or standard velocity. The former leaves the barrel over the speed of sound, so it's significantly louder. The high-speed stuff doesn't tend to be as accurate, but for hunting applications...very much has it's place. I never shoot high velocity while target shooting/plinking. No need. In all cases~wear eye protection/hearing protection.
Anyhow, I'm long winded and inclined to say allot more, but I'll leave it there. Good luck, let us know what you end-up picking...and how you like it!
