Gonnosuke
What size you pick is up to you. But the .60 sized Alpha may fly a little smoother and be a little easier to see due to it's size. But the .60 will use quite a bit more fuel and will take up a little more storage area.
If the Alpha's your looking at don't come with radio's (and the .40sized one can be purchased with one installed I believe) any four channel radio of your choosing should be okay. Although I recommend a computer one for the added features and programability. Brand comes down to personnal preference and user experience.
Check out the RCU library at this web site for some aircraft basics. Tower hobbies web site has a good area about this as well. And Harry Higley has some good books for RC beginners. These are available at good books stores, local hobby shops and Tower Hobbies.
Welcome to RC !!!!