Once again, I agree with Fade, I started out by learning tracking/sequencing/sampling on the computer with Impulse Tracker (DOS) and ModPlug Tracker (For Win). Then I moved up to the MC-505. which allowed me to have good sounds and the ability to sequence them and make several sequences into a song. This is especially helpful when you go to an MPC2000XL and a more elaborate studio setup, because you'll be sampling using the PC-based tracker programs I mentioned and you'll get used to hardware sequencing, MIDI, and sound modules by using the groovebox.
For the ModPlug Tracker download go to:
www.modplug.com and choose "Download Software" from the Navigation area.
And for Impulse Tracker go to:
http://www.noisemusic.org/it/ and choose "Download Software" from the Navigation area.
To "load 'em up" with samples, download any WAV file, rip some WAVs off sample CDs, Audio CDs and you'll be set! It's a great learning tool.
And for more information for beginners - check out my weekly column disgussing many elements of the business, art, and technology involved with production. This week's article discusses a bit about your issue.
One