First off;
Wheel size - Difference in wheel size is quite big and important . 20" are decent for learning on in my opinion, as they are easier to chuck about and i like the thick rear tyre. Theyre more spinny for learning those types of moves, harder to get up big stuff but your not going to be getting up big stuff when learning anyway . Would advise away from 24" if your a beginner.
Gears - More the oldschool bikes had gears, not many of the new ones really. Was mainly because people just rode trials on upgraded mountain bikes which had gears, but now the bikes are so specific for trials they only need the 1 gear.
Ratio - 18-15 is good on a 26" (Stock) and for mod i think like 18-12 or something is what most people use
Buying from shop - Allways a decent a idea as you know its not been trashed and everything is greased up and serviced properly, especially if you dont have alot of previous bike experience to do this yourself. Second hand can also be good as you can get a real bargain with top parts for not alot of money, just be sure you are getting a good deal and not getting ripped off - once u start riding and learning more youll know whats good and whats not, especially for your style, as what someone else might think is a really good setup, you might not personally like. If you have the budget, go brand new.
Disc/Rim - HS33's are used by the majority of people on the rear, and alot of people use discs on the front. Personally if i rode a 20" i would go for dual disc, as i like the look, however dual HS33's are probably just as good, again personal preference with bleed/pads etc.
Building yourself - A very expensive way to do it to be honest, however you can get exactly what you want. As a begginer you probably dont know what you want so i would advise away again.
As for the comment at the end, i dont think people are disuaded from trials? Everyone i know who rides would love more people to get into the sport, but maybe different areas are different I like to think the majority of people who ride trials are good guys, and happy to help you out whenever really :$.
Hope i helped.