Nate is absolutely right. Every state should have a Motorcycle Safety Course available, I just took the one in MD in April. They'll give you an excellent introduction into the world of motorcycling, and teach you how to be the safest rider possible.
Personal safety is something that every rider has to take into consideration, and it's something you have to think about every time you get on the bike. I've had my bike for 5 years now, but I didn't ride for a year and a half after one of my 'bike buddies' died in a single vehicle accident. It's dangerous yes, but that's part of the excitement.
If you do things correctly, you can effectively minimize the risks involved and have many wonderful riding experiences. To answer your questions best:
1. The 250 Ninja is probably not the best 'first bike' out there. You're getting an underpowered engine with about 200lbs of fairing to go with it. That style bike really is designed to have a larger, higher revving engine in it. You would do equally well with any of the 500-600cc class bikes out there. In fact, one of the most highly recommended 'first bikes' out there is the Suzuki SV650. It's light, sporty, and a heck of a lot of fun to ride.
2. There's a minimum amount of gear that you want to have. The list includes a good DOT or SNELL approved Helmet (preferrably full faced), Sturdy over the ankle style boots (preferrably leather), Pants, Gloves, and some kind of Jacket.
Two excellent Gear Websites are
www.helmetharbor.com and
www.newenough.com. I just recently ordered a helmet from Helmet Harbor, and they've been absolutely pleasant to work with.
In closing, both your bike and your gear should match the kind of riding you want to do. If all you want to do is ride through country and mountain roads on a reasonably safe bike, go with the 250, a good helmet, leathers and jeans. If you want performance, speed, twisties, and exhilaration, go with a full leather suit, kevlar padding, race gloves and boots. (note: you probably won't be able to go fast enough on the 250 to warrant all of that gear).
Final thought... When people tell you that you
will go down, they aren't kidding. If you become serious about riding the bike, and you begin riding regularly, you will at some point drop the bike. The trick to it is keeping the rest of your environment safe enough that neither you or the bike get permanently damaged.
Good Luck, and welcome to the pack.