It would probably quite useful if you contacted the Shetland Sheep Society (or if you give me your area I can send you contact details for the local area representative), and speak to some breeders near you. Most of them will be happy to talk to you and show off the flock (although in this weather not looking at its best...).
I started off with some lambs (Shetland Txl Xes and pure Shetlands) bought in the autumn and raised them for a year before I went onto breeding. You might want to buy some female lambs for future breeding and/or wether lambs for the freezer (Shetlands are best eaten at about 18 months or later), get most of the routine handling tasks under your belt and then get a tup for next autumn. That said lots of Shetland tups are halter and bucket trained and are not too difficult to handle. But you would need a separate field for the boys then.
My shetlands have never tried to escape, and we have a mix of fences, from good sheep netting with electric top wire to more dire three strands of sagging wire (in rented fields I have to add), but good fencing all round is probably safer
. Shetland ewes lamb quite readily outside, preferably in a smaller field where you can spot any ewe lambing quite quickly, and should then be penned up preferably undercover (or in a pen on the egde of the field if no cover/shed/shelter is available and the weather is reasonable). I have so far not had to help any of my shetland ewes lambing, when they were bred to a Shetland tup.
I can recommend Tim Tyne's lambing course (details on his website - viableselfsufficiency.co.uk I think) as well as his book.
The only drawback is that purebred they are not a commercial option, as the lambs are slow growing and won't make 40kgs until the next summer. However white Shetland ewes are now used a bit more when crossed with a texel or Charrolais tup, and then the lambs should be ready by winter for sale.
Hope this helps.
