Welcome Charlie,
My advice is to decide what card condition you are going after (i.e. all VG, Ex, etc.) and then what factors are most important like centering, sharp corners, registration, etc. It helps to know what variations you are going to go after as well. I have almost always tried to pick up the star cards first and then fill in the set by acquiring lots of commons on auction sites, using the duplicates to trade or re-sell.
You used to be able to use PSA's free application to upload both PSA and non-PSA cards by set so you could catalogue, keep track of costs and view your cards for potential upgrading any time. The application appears to have quit working for me - so not sure if this is permanent or not. PSA has a new application which only handles PSA registered cards, which is less useful for tracking sets.
Old Baseball
https://oldbaseball.com/ is a site geared towards completing sets by trading and has a pretty big following. Great group of guys there.
Have fun!