You should find freezer paper in the same aisle as your aluminum foil, saran wrap etc. Don't know about your area but most stores around here carry it.
First you need to decide what type of candles you want to make...pillars, containers, etc. I would stick with one type till you get it down. Peaks sells starter kits you may want to check out. www.peakcandle.com
Some FO's are stronger than others which makes a different. Also, the quality of the FO makes a big difference...if you use cheap FO's they aren't going to last as long.