In your position, I'd try to keep it simple and develop my printing skills before branching out into making your own custom profiles and trying a great many different papers. Start with Epson papers and Epson canned profiles and see how close your prints are to your monitor. Many people find that they are fully adequate, and see little or no difference between images printed thru epson profiles vs custom profiles. (The same also applies to other paper brands.....in general, OEM profiles have notably improved over the past few years). I've found that almost no one who views my prints can see subtle differences such as you'd get with different profiles or even notice when prints I'm showing them are on different papers that are similar in type.
Once you are comfortable printing, adjusting images, etc AND settle on one or two PK ink papers and MK ink papers, you could investigate a custom profile for one of each paper types and see if you can see a notable difference. Suggested papers to try.....US paper titles (may be different in other parts of the world):
PK Inks: Epson Ultra Premium Photo Paper Luster; Epson Legacy Platine (semi-gloss, smooth); Epson Legacy Baryta
MK Inks: Epson Hot Press (or Cold Press) Natural, Epson Legacy Etching
Have fun
Brad