Scratchbuilding an engine for your first project is sort of like going to college but skipping 12 years of grade school. You could start with a brass engine that is short of detail like Williams or Weaver then redetail and super detail it. Then try a kit. You can find older kits on the auction sites or get one from Stephenson Preservation. This will give you a better idea of what goes into making one of these as well as work on soldering skills and see if your equipment is up to the task.
Pete