Welcome Allmoz!
Yeah, siege and battle are fun for different reasons - both have a lot of good players in them, but some siege might be a good idea for you right now because in siege because of the respawns and tighter quarters you generally get more fighting time and you can use that to progress your skills and practice things. But play both, that's the best way imho.
What these guys are saying is true - generally try out some medium armor. Heraldic mail, Brigandine over Mail, etc. As you learn more you might want to go heavier or lighter depending on what you like and what feels right to you. Of course, the heavier armor you wear, the more expensive it will be (and slow you down some).
Good luck and let us know if we can help you with any other questions.