Welcome, David. There's a lot of technique to pipe smoking, and I'm definitely on the learning curve myself, but one piece of advice that solves a lot of newbie issues is, smoke slowly.

Pipesandcigars.com has a great selection of pipe tobaccos and the prices are reasonable, particularly for the blends you can buy in bulk. Whenever I place an order with them, I like to get an ounce of one or two blends that I haven't tried.