As long as you don’t take your eye off them they are fine. Sheep hide illness quite well so generally only tend to look poorly when they really are. If you just stick with buying a few store lambs that have been vaccinated for clostridial diseases (with heptavac or ovivac) then you should be able to learn the ropes as you go. Don’t buy in lamb breeding ewes as your first venture into sheep as breeding throws a whole new set of problems you can encounter.
The native down breeds are pretty chilled out, Polled Dorset, Hampshire down, Dorset down. Don’t buy anything that ought to live on a hill in wales as it’ll likely be pretty skittish
if you can buy from a fellow smallholder that’s even better, check out preloved.
Also , make sure you register with a farm/large animal vet as with goats sheep and pigs you will probably need their services before long. Good luck!