I have a Little Gracie II, which I use with a 15" Bailey. Although they say that you can use your regular sewing machine with the frame, I would really advise against it. Your average sewing machine has a 7" throat -- when you first start quilting a quilt, it may seem like a decent amount of space, but as the quilt gets rolled up within the throat, you start to get less and less space -- you'll eventually only end up with a couple of inches of quilting space as you get towards the end of the quilt. Personally, I found even a 9" throat to be fairly restrictive -- to really get the most out of your quilting frame, you'll want to be using a 13" or bigger.
Now, having said that, there are some people that manage to make this system work with their regular sewing machine -- I'm not at all saying it's not possible. But functionality wise, you will be very limited in what you are able to accomplish on the frame with a smaller throat.
To answer your other questions, I personally found it relatively easy to pick up how to use the frame/machine combo. My machine has a stitch regulator, which makes the stitches stay a uniform length regardless of how fast or slow I go (within reason). There's a much longer learning curve to this process without a stitch regulator, but again, a lot of people manage without one. I didn't start quilting until just this past summer, and I manage to figure out how to use pantographs and quilt something fairly decent looking in very short order.