Welcome to the club.
First stop should be a resource that gives you a broad overview of the development process from beginning to end. Bonsai4me and Evergreengardenworks have great resources that will help you get started on your journey and fill in a lot of the blanks.
I would like to raise my own from a seedling and get a proper trunk girth.
As you spend more time here, you will find that there are different approaches to starting material. As a beginner, you should internalize as soon as possible that bonsai development is a very long process and there is no way to short cut this (other than buying a finished tree). Starting from seed/seedling will increase this timeline considerably. You may want to consider beginning with older material and supplement that with the seeds/seedlings that will take longer to develop. Having trees in different stages of development will keep things more exciting. With the seed/seedling, it's basically plant and forget about it for a few years - not really bonsai work.
To answer some of your questions:
1. What is the best tree to start with?
First, consider starting with an actual tree as opposed to a seed/seedling. Second, choose trees that can survive in your climate outside all year long (include your zone in your bio so folks can answer your questions more specifically). As for specific species, the list is long. Japanese maples, trident maple, pines and elms are always a favorite. Once you put in your zone folks can give more suggestions tailored to your location.
My 2 cents is that whatever tool you buy, get the good one. Don't cheap out as you will just be buying another one before you know it. Here's a short list to get you started:
mini rake
chopsticks
concave cutter
small scissors
Something to cut larger branches with
They'll be more once you get deeper into this.
3. Is there a certain type of soil required?
Hell to the yeah. Reading up on soil is a must. The resources above will provide this to you. Short answer is stay away from potting soil and ensure your soil has good drainage, aeration and water retention (this will likely be meaningless to you until you start reading up on it). The longer answer is actually quite long. In fact, soil is really important to growing bonsai and a particularly heated topic on this site. Once you take a tree out of the ground and place it in a container you fundamentally alter the soil dynamics and require something far different than potting soil.
4. Are there any planting techniques that work better than others?
5 What techniques can I use as a beginner?
These are very general questions akin to "how does one bonsai?". When you get through the reading material you will have a ton more knowledge and much more specific questions. Looking forward to more questions.