Atish’s comments were a complete agreement of mine. The 16-step sequencer is the main design pattern that you will find on the Korg EMX-1, and many other hardware/software. This is an extremely common way to program patterns in electronic music. It is basically a loop-sequencer which divides each measure into 16 triggers. These are typically sixteenth-notes but some devices allow you to modify this). Each trigger can be assigned velocities or pitches. This is the one concept you will want to be familiar with, regardless of what you use.
Next, you will want to know about the lowpass resonance filter. These are available in almost every piece of software and hardware. These are what create the evolving, squelching sounds of electronic music (which is also what a wahwah pedal does for a guitar). It will be like an “aha!” Moment when you feel the saw wave running through your brain as you adjust the controls.
The EMX-1 is a fantastic starting device that has a lot of potential. It is the best piece of gear that I have ever used. The only downsides to using an EMX-1 are its monophonic synth parts (one note at a moment) and the lack of a proper keyboard (though it can be connected to an external one).
My personal recommendation is to get a USB MIDI controller or Reason. Ableton is my favorite software at the moment. However, it does not come with many instruments/sounds in the box unless the Suite is purchased, which can be costly for new hobbyists. Reason, a beginner-friendly piece of software that includes a complete suite of effects and instruments, costs only $300. You can download a free trial to get started without having to make any upfront investments.
Many USB MIDI controllers are affordable. For a few hundred dollars, you can get a 25-key controller with just a few knobs.
Keyboard magazine and Electronic Musician have been a great resource for me in terms of reading. This stuff is more gear-oriented than music making, and it may not be relevant to your interests. Atish said that manuals are your friend and YouTube has many helpful tutorials (among other terrible ones).
It is important to experiment and not worry about how well you are doing it. It should be enjoyable.