I would probably start with an RDA. I had a heck of a time when I first got into my kayfun, even after doing RDAs for months. They're small and finicky. And yeah, there's no reason you can't pop either onto a regulated mod, provided that the coil build is within the acceptable ohm range of the device.
But especially if you're going to use these things on an unregulated mech mod, you need some more knowledge and equipment. Read up on ohm laws. There's some helpful guides floating around there. So much to learn. And get a multimeter and ohm reader. You will need both. The ohm reader to check the ohms of your coil, and the multimeter to test your batteries (I also use it as a backup to my ohm reader if I'm ever suspect about the reading). Checking your batteries will be important, as in a mech mod there is nothing stopping you from draining the battery to unsafe levels, or to stop you from using a dangerously overcharged battery (smart chargers aren't a guarantee; always test your batteries). Also, if you're going to be diving quite low into the subohms you'll need to check your battery periodically. Being safe at a certain ohm build at a 4.2 full charge is great, but what happens when your battery power drops to 3.9? Still safe? Do you know? Look into it. Check it out, and test your battery power.