Enjoy the start of the never ending learning that is flying!
RE airband radios- technically its illegal to listen in on transmissions in the UK but it doesn't bother anyone and every spotter is doing it. No one will come after you unless you start posting recordings online.
I understand you get what you pay for. Digital is better than analogue as frequencies can be very close together so with analogue it can be hard to stay on one specific one. The more specific ones (so airband only) are better as the aerial will be designed for airband, rather than a much large frequency range.
My school has a CD containing all the normal phrases which helped me alot so worth an ask as yours. Also see
CAP 413 Radiotelephony Supplement 3: A Reference Guide to UK Radiotelephony Phraseology for General Aviation Pilots | Publications | About the CAA which includes examples of the standard phrases.