I realize OP doesn't live near a beach, but as a general note to other marine keepers who may be reading this: it is not at all advisable to collect seawater directly from a local beach, particularly for a first marine tank. In addition to possible pollution, collected seawater risks a BIG plankton die off and big waste dump (this is an experiment I've done many times myself since I've lived near the coast for a long time - got a huge ammonia and nitrite spikes after as little as a few hours in some cases). Mixing your own water is a lot safer unless you really know what you're doing to handle the invisible biomass you're bringing in with natural seawater. Also, collecting live rock and/or sand from beaches or shallows can be illegal depending on the country or region...always check the local laws for the area.
Back on topic now...
Cultured live rock (from a shop, where presumably it has been either aquacultured or legally collected) is typically easiest if you want to get your tank up and running and fish ready in a reasonable amount of time. Culturing your own rock from dry takes a long time and doesn't really offer much benefit other than being cost effective and, for tanks that are sensitive to it, a way to more carefully control the fauna being introduced. Generally it's just a lot easier to grab a few pounds of live rock from your local store for a smaller tank. If cost is an issue you can get a couple good pieces and try to culture dry pieces alongside them, but it will again take significant time.
For RO systems, the most expensive thing is the RO membrane. If you have space and can afford it, 3-stage RODI will get you better results than RO-only. You can get a cheap case and invest in a good membrane if the starter kits aimed at aquarists have an offputting price - the brand of the case doesn't matter much. However, many RO systems meant for aquarists also have sink attachments, which can be harder to find by themselves if you need that. Different RO membranes have different throughput in gallons per day, which affects how long you have to wait around for things to fill if you're hooking it up to the tap. Tap water is not a great choice for most saltwater tanks unless you are lucky and have tap water with little other than chlorine/chloramine in it - the carbonates present in a lot of tap water create problems mixing saltwater (another thing I had personal experience with for many years before seeing sense and switching to RODI as my tap water's quality declined over the years).
Firefish will be a jumping risk in a small tank. They are fast fish that need a bit more space and require a tight-fitting lid. I would put no more than a pair of small clowns like oscellaris in a 10gal. There are some other interesting individual fish you can do, but you won't be able to have a bunch of fish due to the water volume and lack of space for territories. If you like fish more than inverts, you would need to be looking at bigger tanks - you can't stock marine tanks to the same density as freshwater tanks, particularly with smaller tanks.
Lighting will depend a lot on your budget and what kind of corals you're interested in; it can be one of the more expensive aspects of setting up a reef. Soft corals like kenya tree and toadstools don't require very intense lighting and are also pretty forgiving for a first marine tank. On the other hand, if you are looking for hard corals, particularly small-polyp ones, you'll need more intense lighting in general.
On a tank as small as yours I would strongly recommend looking into LEDs aimed at reef tanks if you want to keep corals unless your home is quite chilly. Strong lighting from fluorescents can have a big temperature impact on small tanks, particularly if they have a lid. Open-topped tanks are less problematic for that, but do carry a greater risk of jumping for any fish you add and evaporation will also be higher - so you'd need to top off more to keep the salinity stable. For small tanks, a cheap LED option that can grow beginner corals is to get marine bulbs that fit regular light sockets (they're a cluster of LEDs in one unit, like this:
https://www.amazon.com/dp/B01M0PF72P/?tag=ff0d01-20) and then use a desk lamp fixture or get a clip-on arm. Stepping up one notch on the price scale, I've also had good experiences with Fluval reef LEDs to grow a decent selection of corals on nano tanks.
You need water movement in the tank, of course. If you don't have some sort of other pump providing movement then you need a circulation pump. If you're using a HOB filter it might provide enough depending on how you stack the rock - it's sort of something you have to judge on a case by case basis.