No offense intended, but I do not recommend progressive presses for beginners. It's much easier to keep track of things when one has only a single station/operation to watch. That, and for rifle cartridges such as the Krag, speed and quantity aren't factors.

All that said, read, several times, the sections in your reloading manuals on the process. I kept a copy of the Lyman manual in the reading...err, bathroom, for a couple of months before I touched my first case.

I can't think of any 'traps' awaiting you specific to the Krag. It is very much like other bottle neck cartridges. You'll need to lube the cases for sizing (neck sizing is preferred for a single rifle) and I strongly recommend a Lyman M-Die for loading cast bullets.

A friend close by who knows his way around loading can be very useful. Ask here if you run into specific issues. I, and I'm sure many others, will be glad to help.

Good luck, have fun and report back.