You have quite a few options for scenery. Most modellers prefer foam insulation board. But you can also use newspaper with ‘plaster bandage’, or cloth smothered in glue(leave it to dry a while) to shape your scenery.
Don’t worry about the different brands and colors. Just by the cheapest. I’ve never found any difference in any of them.
Cutting the foam is easy. You might hear some folk go on about using hot wire cutters – but I’ve also found my old bread knife does the job a treat.
To make your mountains, just stack the foam boards up and glue them together and then get busy with your knife – that’s all there really is to it.
I prefer to use foam for the bigger mountains, and newspaper and plaster bandage for the more fiddly stuff.