St. Helens is a great choice for a first climb. To answer your questions:
1.) For a gear list, see here: http://www.fs.usda.gov/detail/mountsthelens/passes-permits/recreation/?cid=stelprdb5144891
You also need a permit to climb St. Helens in the summer, and those permits often sell out. Make sure you register before you get all the way out there: http://mshinstitute.org/index.php/climbing/
2.) I'd go between June/July and September. People climb it year round, but it's easy to get lost in the snow. You shouldn't do that for your first peak.
3.) As long as you and your buddy go in good weather, on a summer day, and bring along the appropriate gear (especially a map, compass, and light) I think you'll be ok! The part of St. Helens where I believe some people get confused is on the way down, as it is easy to lose the route. With that in mind, pay good attention on the way up and try to stay within sight of other climbers (not hard to do in the summer) - you'll have a blast!
