If you plan to use 1095 try to invest in Parks 50 oil, fast as the water but way less likely to crack as many blades.
Thin blades will harden also in warm runny oil, but if you are just starting out, you'll be happier with 1084 steel.
1095 is an hypereutectoid steel and its quenching behaviour would just be the last concern...it mainly requires tight temperature control to give good results.