I say that you should take either C++ or Java first. They are both very similar, only the syntax is different. I can't say anything about C# because I have never learned it, but C++ was easy to learn for me and Java is almost the same.
I have not done anything with my PSP phat in a while but I believe you have to install the 1.5 kernel for 5.00 M33-6, then you change it in the recovery menu to 1.5.
The PSP, slim version, is portable.
However, just because it is does not mean it is conveniently portable. Both versions are pretty bulk compared to Nintendo's handhelds.
I just wanted to give thanks to the author of this article. By the time I found this article, I had already put CFW on numerous PSP's, including 3 of mine. However, I directed a few people at my school to this and within 2 weeks, half of my graduating class had bought and modded a PSP.
So thanks...