This can all be overwhelming at first. There are several ways to get to where you want to be. Aldo's option is the best!
To soften steel: You need to heat the steel in a way to change the structure. Normalizing is heating it above the temp you need to reach to heat treat it. This is typically over 1550f. I use 1650f, (bright red color, but not orange- very unreliable way to judge temperature- I use a kiln) and with a steel with over 0.85C air cool to magnetic. Annealing requires better temp control, and you need to follow the TT chart to do properly. This isn't your option. The third is the subcritical anneal, which is heating above 1200f, but not hot enough to lose magnetism. (Hotter than black, but cooler than bright red.) If you get it dull red, but don't lose magnetism, this will work for you.
The problem with a steel like 1095 is that it has a pretty narrow heat treat temperature, typically 1475f max, down to about 1450f. Without a kiln, or a forge with a pyrometer (about a $100 investment from Auberins) with enough thermal mass to hold a temp for 10min, you will find working with a steel with less than 0.85% carbon much more rewarding. This includes 1084, 1075 and 15N20 which are all regularly available. 15N20 is the hardest to heat treat of the three, as it requires some temp control and a short soak to perform its best. 80CRV2 would be next in line. It has more alloying, and benefits from a soak, but its carbon content is 0.82% so it doesn't have the problems the higher carbon steels have in heat treat. 1080 is basically the same as 1084, but isn't that commonly available anymore.
Any steel above 0.85% carbon requires much more control over the process. There is a benefit in more wear resistance from the formation of carbides, but if nor treated correctly, you will get microfractures in the steel, retained austentite, or even a broken blade in quench. In these cases, you will have lower performance than a lower carbon steel.
Here are the processes for 1095 and 1084.
http://www.cashenblades.com/steel/1095.html
http://www.cashenblades.com/steel/1084.html
http://www.cashenblades.com/heattreatment.html
Props to Aldo. He is the go to guy because we know what we are getting. In Canada, I buy also from a guy who gets most of his steel from Aldo, but it saves me on shipping and exchange. Once you wrap your head around the heat treat, Aldo's W2 is probably the nicest steel I have worked with in the 2.5 years I have been making knives. Great stuff!! :thumbup: