Assuming you have basic sewing knowledge, the easiest way to start sewing lolita is to stick to lolita patterns in the beginning, like Otome no Sewing or I’ve heard good things about the pattern company CUT//SEW although I’ve never tried them. Otherwise you risk getting overwhelmed with too many parts of the project, fabric selection and sewing skills are hard enough tasks to accomplish for a new sewer, you don’t want to add in trying to modify some random burda pattern into something passable.
Dont be afraid to practice on shitty ugly fabric, like thrift store or ikea bedsheets, it’s a good way to get those skills built up without worrying about the finished piece looking good or wasting your money and fabric on something you don’t like.
Once you’re ready to make your first dress, I’d pick a nice cotton sateen for your fabric, fabric.com
has a nice selection in good colours. It’s cotton, so it’s easy to work with; but it has a softer drape than quilting cotton or broadcloth and is better suited for apparel.
Don’t be afraid to screw up and have fun!