Congratulations on the grinder

As to what belts are best, that mostly comes down to individual opinion. If you got the 2X72 model, you have about a million choices, and will just have to try stuff out and see how you like it.
I will tell you that so far I really like 3M ceramic belts for the coarser grits. I get these in 50, 120,and 220. The 50 grit belts are hard to wear out, and eat steel like a double cut file, throwing little shavings off of it

The 120 last a good bit, the 220's don't last near as long but I like how they grind.
From there I just use aluminum oxide belts, as the fine grits just don't seem to last very long anyway, so I go for cheap. The last batch I've been using are all made by 3M and have been good belts. I got them in 320, and 400, and then go on to 30 micron and 9 micron finishing belts. I'm real happy with the 320 and 400 grit belts. The micron belts I'm up in the air with. I think I'm going to always have a couple handy but probably won't buy and use them like the other belts.
You might find that you won't want to use that many different grits, or you might find that you want to use more grits in smaller increments. You also have to decide how coarse you want to start, and how fine you want to go. The best thing is to do is get some and do some experimenting. I'd also ask the guy who's teaching you what belts he uses. You could buy some of the same since that is what will be familiar to you.