Welcome! I hope you enjoy your machine as much as I have.
The most popular thickness of materials depends on what you want to make. I tend to use the thinner (3mm) more than I do the thicker materials, but I mostly make very small projects. If you are building structures you might prefer thicker materials. Also, the 3D engraving works best with thicker materials.
You can also check out Hobarts laser supply. They have some decent poplar and birch ply in 3 and 5 mm thickness. You can get a few and try both. Plus they have pdf - Most available already cut 500x300. They have acrylic, too. No, I have not affiliation with them, I just have order stuff from there before. Not in the UK, NL.