Water clay is cheap and readily available. It is the grey, ceramic clay that everyone (including preschoolers) use. I recommend this to start with.
WED clay IS water clay, with mineral oil added to slow the drying process, which is only important when your sculpt is large. (W.E.D. stands to Walter Elias Disney)
Chavant Clay is oil base clay, and is used by expert sculptors because it holds fine detail without drying out. It is more difficult to use and not recommended for beginners.
I strongly advise using water clay as a starting point. It is cheap, it blocks out quickly, and changes consistency as it loses water content. Meaning it dries. Yes, it dries. So, as it loses water content, it becomes firmer and that is a good thing. You can't sculpt wet, soggy clay, but you can block it out. Meaning: get it onto the form and shape. Then as it firms up, you can sculpt, carve, and detail as desired.
The main complaint is that it dries out. Yes, water clay dries, but if you cover it with a trash bag to prevent air from reaching it, it will last for weeks. After the finished sculpt, you can spray it with crystal clear to seal it and it will not dry out. This is not permanent, but good for practice.
Next are tools, rakes, steel kidneys, saw-tooth steel kidneys for shaping the form. You fingers can not get a shape all by themselves. You need tools. Many can be hand made, rather than bought. Good luck. Post progress pictures. We love pictures.