If you have a local Joanns, or any kind of craft store that carries fabric, the people there will defiantly help you, especially if you bring in pictures showing what you plan to do. But the common fabric cosplayers use is called 'bottomweight'. Its light and cheap, and comes in different weaves that range from a canvas look to a soft tee shirt fabric. (if you're interested check out my gallery and the Naruto vest is the soft type and the duster is the more canvas type.) Its also VERY easy to sew and VERY forgiving if you have to pull stitches. I highly recommend it. And it usually comes in simple solid colors. Just ask an assistant and they'll point you in the right direction.
Chances are the jacket will be open, so no lining is not required. However you should learn how to do finished seams. A good example of this is the bottom hem of a pair of jeans. You can't see the edge they cut, because they folded it under and sewed it down. This will give you a fantastic finished look everyone will be jealous of.
I hope this helps!