Being new myself I would make a few suggestions. But first the bushings. You need different sizes for the different diameters of the segments. For instance, they make different diameter than the Upper Center Band. And then the Lower Center band and the Nib are different. The bushings make it easier to turn, but DO NOT RELY 100% on the bushings. I have been taught to Mic, Mic, Mic your blank and kit before assembly, especially the cigar kit.
You could just by a set of small bushing and mic the blank as you turn until you reach the desired thickness. Many guys use there mic 99% of the time.
I would def. start off turning between centers. Forget the mandrel. JohnnyCNC is the place to get your bushings. And getting the live and dead centers from the same machinist is a good idea.
So here is some more advice:
1) Sharp Tools (If you think it is sharp, go back to the sander or grinder, which ever is your favorite sharpening method, and sharpen some more.)
2) Slimlines are nice to start off with, but you are trimming so much off of the blank, don't buy anything expensive. I used some nice maple that I had laying around the shop for my first several Slimlines and Euros. I have later revamped my thinking on what kit to start with. I would start off with the Wall StreetII, a.k.a. Gatsby, a.k.a. Seirra, depending on where you get it. They use the same bushings, but assembly is different on all of them. The reason I like the WSII is that it is easier to assemble than the Slimline (Less parts to press, the clip won't spin, no center band to deal with.
3) Read the instructions, then read them again, and read them again, and make sure that you finish by reading them again.
4) IMHO, I would use Thick CA to glue the tubes, Medium CA to finish and Thin CA to fill. YMMV.
5) Learn how to CA/BLO finish starting off. It is the way to go, and you have to start sometime.
Here is a link to the best CA/BLO finish; CA finish; and CA filling technique out there (IMHO).
http://www.woodturnerruss.com/PenPages-FinishingPens-CAglue.html
6) Make sure that your tools are SHARP!
7) Ask for help anytime, right here. And I mean that. Most of these guys have forgotten more about Pen Turning than I will ever learn.
8) If you don't have a picture, it didn't happen.
9) Did I mention to make sure that your tools are SHARP?
10) KEEP YOUR FIRST PEN!!!
Have fun and post those pics of your finished products, can't wait to see your first!