Shelley already answered your questions, but I wanted to add, if you are new to weight training (or strength training, same thing), you probably want to start with a full-body weight workout (such as Muscle Endurance or Muscle Max, although neither is easy!); if you've been lifting for a while, you'll likely want to go to the two-day split (that would be upper body one workout, lower body the next, such as the Pyramids). A three-day split is generally implemented when you are getting to the point where you can really heavy-up on the weights (the Gym Styles).
It's good to have a mix of weight training and cardio, so if I was you, I would probably start with the Pyramids (it's a 2-day split but there are a variety of premixes that let you work the body in different ways. If you want step cardio but don't have a lot of stepping expertise, you may want to start with the Basic Step/Body Fusion workout. This one makes it really easy to move on to Cathe's other step workouts. If you're really experienced with step, you may want to jump right in with Step Blast or Rhythmic Step (choreo may be tough at first, though). A lot of people like to start with Cardio Hits since this is Cathe's older stuff and she breaks it down more minutely. That's only if you don't mind dated sets and such, though.
HOWEVER HOWEVER HOWEVER, if you want to try something besides step, consider the KPC/Legs & Glutes. This was actually my first Cathe and while it kicked my butt, it is loads of fun and very athletic.
Hope we aren't confusing you more! I remember plotting out the order in which I was going to get all of the Cathe's, and I ended up getting most of them in about six months!
Have fun!
Marie
