I'd stay away from EBC pads, the Geenstuff have been known to melt in a single session, and I know a guy who used Yellowstuff and they suffered from serious pad fade when driven hard. That said, the Yellowstuff are probably ok for you at first, or the Hawk HP+ are a decent dual duty pad (which will also pad fade if driven too hard), but neither will be able to keep up when you get going faster and driving well, especially if you go with R's in the end. There shouldn't be any need to change brakes for autocross, just about any pad should do you just fine.
If you're worried about the wheels, take them off and give them a good inspection. It's easy to do a dye penetrant test to look for cracks and that might be worth doing, but I suspect that on street tires, there's nothing really to worry about.
At first your driving will be by far the weakest link, just go in with an open mind and be sure to get instruction on track, then listen to the instructor, they're much better at it than you and can really help you out.
In terms of modifications, at first stick to reliability and safety mods, then wheels and tires, brakes and suspension before power, so that when the more power does come, the rest of the car can cope with it.
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