Dear Hip, Online ordering works(I've done it for some). You can find magazines for some pistols at gun shows. One table vendor had at least several for every manufacturer I'd heard of (though not for every model that each manufacturer made). Be sure to record the exact model in order to get the correct magazines.
Holsters that strap to the leg ('Tactical holsters') look VERY macho. I don't know if they are useful. I have none of that type. I have more than a dozen 'Concealment' holsters. Many are worn inside the waistband (IWB), clipped to the belt. Women's clothing styles do not run to wide, thick belts - which are needed to stabilize IWB holsters. Also possible are ankle holsters worn under the trouser cuff (9 mm pistols are awfully large for that). You might find a holster that straps to the inside of the thigh above the knee and can be worn under a skirt of heavy-weight material. Shoulder holsters are often favored by women because they avoid problems with waistbands. For small pistols (including 38 revolver), there are inside the pocket holsters. You would do well to ask your teacher if you can try on every holster he owns (with an unloaded pistol). Find out which ones 'work' for you. Concealment holsters are very, very individual because we vary greatly in size, shape, flexibility, and wardrobe style.
A compact 38 revolver is very handy and useful: relatively easy to conceal, can be kept loaded without the springs being compressed, loading and unloading is intuitive. If you buy the 38 revolver you are likely to find yourself keeping the 9mm as a spare and carrying the 38 as your usual concealment gun.
You must get training or do reading on the legal aspects of self-defense. It is not intuitive, the laws are quite complex, and the uninformed often do poorly if they need to explain the necessity of their actions is court.