Andorra is a good place to learn to ski/snowboard I think; very reasonably priced, passable food, lots of fairly easy terrain etc. As you get better at it you'll want more of a challenge and can then venture to France/Austria/Italy etc.
I would book as much online as possible, so yes to your gear, lessons and pass. The more you book the less you'll end up wasting time there wondering where to get things, queuing etc. If you're a complete beginner then I don't think it will make a massive difference which school you book, just pick one that has a website that you can book online. Again as you get better you might consider a day or two with a private guy/gal as it can make a big difference, but not for those first few weeks of learning I think...