Hi hubgobllin!
Welcome! I'm also rather new in this and someone more experienced might have better advice. However, I had a bad experience getting started also, but now I'm up and running and writing my second plug-in. Unfortunately the documentation is not very updated, and contains a lot of errors. It recommends Visual Studio 2019, but I never got that to work at all. I now have a setup with Visual Studio 2017 that works fine. So my recommendeation is to go with that, and this also seems to match the SDK documents a little bit more I think. The PIPL stuff is a bit messy. There is an outdated way generate PIPL files, and a new way. The Getting Started Guide (page 33) describes how to implement the new way. Just follow it carefully and it should work. One other thing that I got stuck on is that you need a Python 2.7 installation (install with Visual Studio). After install, add the Python path to VC++ directories / Executable Directories in the project's properties.
Here are some random notes I did during setup:
VS 2017
Python 2.7 64 bit
Desktop Development C++ Toolset
C++ MFC
Install the Desktop Development C++ toolset (Tools/Get Tools and Features) with the Visual Studio Installer.
Make sure the C++ toolset includes Windows 8.1 SDK.
Make sure to set project to 64 bit (before editing project properties).
Set the Python environment to 2.7
I hope this might help. Good luck!