Hi, I started the same journey 9 months ago. The most difficult self learning experience of my life!
I wish I had read Julie’s answers at the very beginning… would have spare so much time searching.
After many researches, try and error, dozens practice plates, discouragement, perseverance, sore muscles and so on, I would recommend
« The art of Ornemental jewelry engraving» from Jason Machiafava (I bought it from Rio Grande). This is not cheap but this is the only video course series that will show you how to engrave with basics non air assist tools. 2 types of gravers, sand paper for the sharpening and cutting techniques. You will need to grind your gravers (I do this with my flex shaft and stone burs).
This is if you want to go further into engraving. But if you just want to set stones, the www.jewelrytrainingsolutions is a good place to go first.
Have fun in this difficult journey!