Have you checked out Sunstone yet? It was a great gateway for me to start really learning and understanding the psychological and interpersonal aspects of BDSM, and it remains one of my favorite graphic novel series. It includes plenty of erotica, but its focus is on the relationships between the characters, and that's part of what helped me settle into a better understanding of BDSM.
As someone fairly new to chastity play myself I would be hesitant to make a strong recommendation or provide a lot of tips, but you should absolutely look at, or ask around in r/chastity or r/chastitytraining.
I know a lot of the prevailing wisdom seems to be to try inexpensive cages from amazon or other online stores to find what you like and then look at buying a nicer version of that. I'm currently using a knockoff holy trainer which is by far my favorite of the cheap cages that I've tried out but your mileage may vary.
From my experience, it's very true what they say about wanting something that is going to fit snugly in order to prevent you from starting to get hard and then running out of room to grow, which can be really unpleasant.
I also second what the other commenter said about lube being your friend when putting on your cage. I prefer silicone lube(if you're using a cage that it can be used with) since it last longer than the water-based kind.