There are several different kinds of epoxy putties - most commonly are 'Green Stuff' and 'Brown Stuff' both from Kneadatite. I prefer the feel of the green, but the brown can be allowed to cure for a bit, and then carved/sharpened with an X-acto knife, so mixing the two mediums on different parts of the miniature are not uncommon.
ProCreate is the new kid on the block, I have not yet tried it.
To keep your tools from sticking I would suggest using a cup of water to moisten the tools, s mall jar of vasoline, or use spit. (I try to use the Vasoline, but I forget, and go back to spit, always on hand....
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A lamp and a cardboard box can speed hardening a lot, just put the mini in the box, and tuck the lamp in to keep it warm.
Look around for some decent tools, Games Workshop has one that is a decent starter tool, but there are better and cheaper out there. is a good place to start. An acquaintance of mine uses some tools that were made for him by Sandra Garrity. (I gather that she also makes great cookies!)
Skulpey or Fimo just does not hold the detail, and softens in the oven, blurring detail further. It was the first stuff I tried, in the way back when, later switching to Miliput. Kneadatite is much, much, much better.
For first sculpts I actually recommend modifying existing figures first, to give a feel for the materials, at first it will feel like you are trying to sculpt chewing gum, it takes practice. Zombies and golems are also good for first sculpts - a missing nose, and poorly crafted fingers are easier to explain. (Oh how you will come to hate sculpting hands. Trust me on this.)
Work in small amounts and build up in layers, it will be slower, but produce better results, allow stuff to dry before putting on the next lair.
Take a poke around the they are a friendly bunch, and a fair number of folks there sculpt minis.
I will admit that while I have directed folks to the Reaper armatures I have never used them, my experience has always been with bent wire, sometimes soldered, mostly not. I would lean toward the less defined ones as being easier to pose.
The Auld Grump