Hey Conor,
Welcome, I'm in Glasgow too Can't give you much advice on the GPS as I use probably the most basic model, yellow etrex - Tiso's used to hire them out for the day, maybe still do, if you want to give it a try. Most of the caches around the city are micros or nanos (ie, really small) so I'd suggest avoiding those for your first few hunts, maybe head out a wee bit. I'd offer to meet up and show you the ropes but am going to be away with work for the next couple of months, feel free to get in touch if you've any questions though.
Happy caching, be warned - it's seriously addictive!