Well, the skirt shouldn't be too hard, you should be able to find a pattern relatively easily, here's one from mccalls:
http://www.mccallpattern.com/item/M5591 ... nts&page=2
I don't know about purchasing a jacket like that. If you made one and wanted to avoid a lot of hassle, you could get a jacket pattern like this one:
http://www.mccallpattern.com/item/M5860 ... ats&page=1
then when the time comes to sew on the collar, skip that step and simply fold the edges of the neckline to the inside to create a seam. Since you haven't sewn a lot, the trick is to find a jacket that is as easy as possible. Look for one that says "easy" on the package, preferably unlined. you don't need something fancy for cosplay, just something that is going to LOOK right.
As for the ending song dress, it doesn't really matter which you do first, but I always do garments first, accessories last. My own personal preference.

Bubble dresses are really in right now, so I would try to pick a pattern for something like that. If you look here:
http://www.simplicity.com/index.cfm?pag ... tartRow=37
(the project runway 2951) That is pretty similar. but look around at different brands. you might find something better. and wait til the patterns go on sale. they always go on sale for 1-2$ so never pay full price.
As for materials,
for the skirt:
non-stretch material. a cotton/poly blend would be good, the little bit of polyester helps with wrinkling. test it by crumpling some in your hand. if you can't smooth the wrinkles out easily, it'll just be a frustrating wrinkly garment in the end.
for the jacket:
look in the "suiting" material section. get something kinda heavy duty. again, probably a woven (non-stretch) material would be best. It looks like a jacket from the picture, although it could be a cardigan which would be another matter altogether. but my guess from the buttons on the sleeve is blazer, so that's what I am giving recommendations for.
for the dress:
again, woven material. the stiffer the better to get that poof effect. I might even consider starching it if I were you. you'll probably want to get a petticoat or crinoline to help with the poofyness.
my other biggest piece of advice would be to look around on the internet. there are so many great resources out there. look at deviantart (especially taeliac's account) look at people's personal sites on acp (especially windofthestar's personal site). and there are many sewing resources as well. half the time when I get stuck, I just type in what I'm doing on google and get good results.
anyways, hopefully that was somewhat helpful! good luck!