I think the main challenge of learning go is that the true objective of the game only becomes clear after playing it for a long time. I believe the stages of go are as follows:
- how to capture a stone,
- how to connect a group
- how to make a living shape (here you’re around 25k~20k)
- ladders, snapbacks and other elementary tesuji
- how to make territory: how to use your stones more efficient so you can claim a larger area than walking leisurely, one stone at the time
- how to avoid puppy go: when do you need to respond to your opponent, and when can you tenuki? What is the biggest move on the board? (this would be around 20k~15k)
- how to invade and reduce large areas (15k~10k)
- Learning about aji-keshi and winning ko fights
- Learning about sente and gote, how to attack and make territory at the same time (10k~1d)
- Master it all (1d+)
The ranks I mention are a system that is originally Japanese, and is also used for Karate. You could compare the kyu ranks with beginner ranks, or coloured Karate belts. An absolute beginner would be around 35k, an intermediate beginner player around 15k, an advanced beginner around 5k, then a strong amateur player would be a dan, which is the same as a black belt in Karate, starting with 1d and going up to 7d, and finally strong 7d players are comparable to 1p, which is the first professional rank of dan players, going up to 9p. Note that on OGS we also allow 8d, 9d and 9d+ as amateur ranks, but that is not standard. Also, due to our rating system (which is not ELO, but Glicko2), the minimum rank is 25k.
The ranks are based on the handicap system in go: for handicap go, the weaker player receives a number of stones to put on the board at the beginning and plays black, and komi is 0.5 for white. The number of handicap stones is determined by the difference in rank: a 15k playing a 10k should receive 5 handicap stones to play an even game, and a 2k should receive 3 handicap stones when playing a 2d.
One of the best ways to learn how to play go, is by playing teaching games with stronger players and to review each game you play, preferably with a stronger player giving comments. Usually many people here on the forum are willing to play teaching games and it is a good way to know what points to focus on.
Finally, my personal opinion about 9x9 versus 19x19, is that it is a very different game. In 9x9 you learn how to fight, but it is nothing like the strategic 19x19 game. If you get strong focusing on 9x9, you will initially miss a lot of strategy, tend to focus on fighting and not on playing large moves in a calm way. True, a 19x19 board can be overwhelming at first, but you will get used to that after a few games. Finally, I’m biased, since I find 19x19 a lot more enjoyable than 9x9.