As someone who learned photography using film, if you're just starting out please please please buy a digital camera. The immediate feedback you get from seeing the picture means you can just tweak some settings and take the picture again. Repeat until you get the picture "just right". With film, you have to wait several days or weeks before seeing the picture. When I was learning, I used to keep a notebook of my film settings for each shot. And if I blew the shot I could only guess what I could've done to correct it, since I was usually several hundred miles away or the lighting conditions were different. It's a huge pain, and drastically slows down the rate at which you can learn. You learn so much quicker with digital.
- What film sould I buy? I was thinking ISO 400 since that seems like a good middle ground between lower and higher ISOs.
400 ISO is a good, safe all-around film speed. The grain is not too horrible, but it's fast enough it can be used indoors and outdoors at dusk.
100 ISO or even 64 ISO is best if you know you're going to be shooting outdoors with little motion. The grain is much smaller.
800 or even 1600 ISO is necessary for action shots like sports. The exact requirements will depend on the aperture of your lenses though. The bigger, more expensive lenses with f/2.0 and f/2.8 apertures will let you get away with slower film.
Negatives are very forgiving of overexposure, but any underexposed parts are lost. Slides are the opposite - forgiving of underexposure, but overexposed parts are lost. Digital sensors behave more like slides in that respect.
You also need to pick film for its dynamic range. High-contrast films are for evenly lit subjects or overcast days. Slight over- or under-exposure can ruin the picture. Low-contrast films are for things like weddings, where you have a bride in white standing next to a groom in black. It's the only way to retain detail in both the white dress and black suit. (The digital equivalent is HDR, except HDR is better since it's taking two pictures at different exposures.)
- I've read around that the P30t only works with "DX coded film." What does this mean and will it impact which film I can buy?
As you've probably learned, proper exposure comes from a combination of film speed (ISO), shutter speed, and aperture. Well, in the old days people would forget to set the film speed when they changed rolls. So they'd load a roll of 100 ISO film, but leave the camera setting at 400 ISO. And the entire roll would end up being underexposed.
DX coding was an attempt to solve this problem. The DX code is a set of black and white/silver markings on the body of the film roll. Newer cameras could read this and would "know" the speed of the film you're using and handle that setting automatically. All you had to worry about was the shutter speed and aperture.
I'm not familiar with your camera body. If it has a wheel for setting film speed, then you don't need to worry about this. Setting it to A (usually) will enable it to use the DX markings. Otherwise you can manually set it to 100, 400, 1600, whatever ISO. As long as you remember to set this right when you change rolls, you are good to go. Only if the camera doesn't have the manual ISO settings are you required to buy DX film. (Though to be honest I think all film still being made has the DX markings.)
Note: Even if you do under- or over-expose a roll due to this error, all is not lost. You can tell the person who's developing it to push or pull the development by the number of stops of your error. It's not ideal - the end result is worse than if you'd done everything correctly. But it's better than developing the incorrectly-shot film with the normal developing process. This used to be a mainstay of astrophotography. Buy 1600 ISO film, shoot it as if it were 3200 or 6400 ISO film, then correct for it when developing.
- Will this film work in the camera? http

/www.amazon.com/Kodak-UltraMax-Speed-35mm-Exposures/dp/B003ZH40QU/ref=sr_1_3?s=photo&ie=UTF8&qid=1456784256&sr=1-3&keywords=35mm+film
Um, any 35mm film will work. There's no compatibility issues to worry about. All it is is a box that lets light strike the film. Just set the ISO, shutter speed, and aperture right and it'll work.
- Any tips on how to know what shutter speed/aperture to set? I'm used to a DSLR and quickly seeing if the picture was too dark or bright and being able to adjust it quickly.
Again, this depends on the body. Most of them have a light meter in the viewfinder. If you half-press the shutter, there should be a needle on one side of the viewfinder which rises or falls, telling you how under or overexposed it thinks the picture is.
Newer bodies could use more sophisticated algorithms for judging exposure. But most of it is up to the skill and experience of the photographer. There was even a subgroup of photographers who sneered at anyone who used built-in light sensors and insisted a hand-held light meter was the only way to go. Come to think of it, they still think that even with digital where you can immediately re-shoot the photo if you got the exposure wrong.
- Any more general advice?
For your own sanity, please learn photography with digital. I learned more in my first year shooting digital than I did in the previous 7 years on film. The instant feedback is that much more helpful.
Once you're got some skill, you can switch to film if you like. The dynamic response of film is different than for digital sensors, so it'll be more forgiving in some situations, more limiting in others. The color response is also very different (speaking mostly of slides since slide film is WYSIWYG; negatives have a second printing step where you can tweak the colors again).
It is an expensive hobby on film though. I probably blew through several hundred dollars worth of film every vacation I took. That was my main reason to switch to digital as soon as I could - to save money even though a basic DSLR back in those days cost nearly $2000.