Geez, you want to dive in at the deep end eh?
Assuming from your post that you have not built a full rigged ship before, I would start with a small sailing boat, wood or plastic hull (doesn't matter). Try a fore and aft rig like a schooner. What you want to get experience with is rigging a mast (preferably one), and playing with sails. Most model sails are junk, and you should try and make your own.
My own first effort was a wooden sailing dinghy. I got to build a lap strake hull, rig a mast, make sails, in short do all the things a full rigged ship demands with only a fraction of the frustration.
Two references I can recommend are "Ship Modelling Simplified" by Frank Mastini, and "Ship Modelling from Scratch" by Edwin Leaf.
Good luck and let us know how you make out,
Bruce