Son of a fuck. Forum just ate my detailed and thoughtful post.

OK, in list form.

1. Get The Elements of Typographic Style and read it. It's fun. Skip around in it if you must, and refer to it often. It's a beautiful book about making beautiful books.
2. Get Geometry of Design. It goes into more detail than Bringhurst does in Elements about its particular topic.
3. Find a book that you think is laid out carefully. I recommend anything by Luke Crane if you want a game book. If you're making a module for SotC, you might want to use it as your model. Measure stuff: margins and the widths of text blocks; the amount of space between lines compared to the size of the text in them; The size of chapter headers. Really observe it. Then copy it. Don't worry about being a knockoff. By the time you change things to fit your particular requirements, you'll have changed a lot of stuff. Fonts will be different, page sizes will be different. But because you've read the Elements and Geometry, you'll know how to fiddle with them meaningfully.
4. I look forward to seeing what you're working on! Ask questions and be ready to answer (or at least listen to) questions about your decisions.

So, that's the design stuff. For technical things, I find that the InDesign online help is extraordinarily good. But it's way to big to just start at the beginning. Here are the concepts you need:

1. Master pages are the reason you don't have to set your margins and columns every time. You make a master page, then make pages deviate from it, for example by having text in them. You can put a "page number" marker on a master page and your pages will be dynamically numbered. You can also have several master pages. Like, you'll want a regular text page with margins, columns, and a page number. You might have a chapter heading page, with a big chapter title halfway down the page with the text starting below it. You might have an illustration page with a space for a caption.
2. Paragraph styles are how you set most of your type options. You'll probably want to set [Normal] to be something like Garamond Pro 9pt.Then you can make the styles cascade; that is, you can base a style called chapter head on [Normal] so it's also in Garamond Pro, but you can change the size to 32pt and color it red. Or maybe you have Sidebar that is 7pt and has little leading (space between lines, pronounced like the metal, not the verb).
3. Character styles are for modifying things like a single word or character. Make them semantic, not aesthetic. So you want to have a character style called emphasis that might be italic and scaled up 10% (since italic text is often a little bit smaller). You might have book title that is underlined. When you use emphasis within a [Normal] text block, it will be Garamond Pro 9.9pt italic. When you use it in Sidebar, it'll be 7.7pt italic with thin leading.

Come back and ask questions! I'm happy to help. It's particularly easy to do things over when you've used master pages and styles well, so don't be afraid to try things out.

I look forward to seeing what you're working on!

Sure, serifs as headers are just fine, assuming that they look and feel good. These are rules of thumb, just like red or white wine at a meal. Lamb and white wine are a good combination, for instance.

Cochin is a nice font. But I don't think you want more than two fonts in a project, really. You're noticing, yourself, what doesn't work. It's just busy. Everything competes for your attention, which means it will go elsewhere.

When in doubt, simplify.

Ugh. I meant two typefaces. A serif and a sans, for instance. If you need a bold serif, go at it.