Hmmm tough question to answer!
I believe the easiest option if to first "shop around" to see what catches your eye...make a list of the vendors and products that have caught your eye.
Adding a price tag will be helpful too, if you are buying on a budget.
Then, using your browser, make all the different products show up next to each other (if possible, or just switch from one tab to the other) so you can compare visually.
Then, answer these questions:
What do I prefer? Lighter/darker colors? Shapes? Metallic/Pastel colors? Any specific pearl variety you like? Kasumis, Cortez, Fiyi, Tahitian, FWPs, Akoya, etc.
I believe doing this will help you make up your mind better and pinpoint what you would want from a vendor or even for your project.
Regarding colors...ALL COLORS are available if you choose Pearls! Not only do you have access to natural colors, but also to dyed colors. So, this will not be limiting unless you want really rare natural colors (that will command higher prices too).
This is not a stupid question at all! And you can have great fun making your own necklace...if you are used to making jewelry. It can also become a source of frustration if you are just starting, but on the forum we have splendid people that know their way around jewelry making.
So, I believe you first have to make up your mind on what exactly you want, and from there it will be easier to navigate so you can find all the pieces on your jigsaw.
Hope this helps!