Working with annuals sounds like a great idea! They grow fast and indoors... any species you recommend for short lived bonsai?
Pepper plants are pretty nice, they can be defoliated, trimmed, they branch, and they're cheap. They can also be kept indoors during winter and restarted in spring. Watch out for fungal issues though.
Cannabis is, in a sense, even better. But there's local laws in place that I don't know about. So don't do that unless you're absolutely sure you're allowed to. They air layer, they ground layer, they branch, they reduce in size, they take wiring very well but they don't backbud.
Rosemary is becoming popular as a bonsai/funsai species, they usually do pretty well and they can teach you about deadwood and how to handle root-sensitive plants.
Sage can be used as well, for learning about plants, but they take time to form wood (if they do it at all). Not a bad learning subject, but I don't know of any good uses of the stuff. I never use it in the kitchen, so where the others still have some value, sage has none.
Laurel is cheap, and it backbuds very easy. It's not very responsive to pruning, so getting them to do something you want is quite the challenge. If you fail, you can make good stew.
If you want to learn fast, and cheap, take a look at some of those. Herbs that form wood (other than the ones above) are great subjects for getting to know the basics.