Don't get a 300, it's not good to get a new bike as your first bike. If you drop it, lose interest, or nearly anything goes wrong, you spent way too much. It's not necessary. An older model year bike will be cheaper outright, cheaper insurance, etc. Also, you'd have to completely try to destroy a bike (especially a Ninja 250) for it to have major issues, so buying used is hardly a gamble.
An 08+ Ninja 250 are not far off in price from 07's and below, and look much better. Great bike. I personally recommend it, having put 10k miles on mine. You can probably pick one up now for $2500 or less. Start on that, ride it until you start to hate it, then upgrade to a 500, 650 or 600. Wear gear for sure. Good places to buy would be eBay (be careful who you purchase from), Motorcycle Superstore, Cyclegear and Sportbike Track Gear for some. Look for closeout and clearance gear. It doesn't necessarily mean the gear is crap, it just means its not the newest style, but you don't need expensive and fancy gear.
Oh yeah, take MSF. Even if you have dirtbike, ATV experience or what not, the MSF will surely help. Also, there's no reason not to take it, as it counts as a license when brought to the DMV with a completion card, at least in most states.