What pen is better for practicing Yan calligraphy? . . . I bought a wolf hair and a wool. .

You are a beginner, aren't you? For beginners, use two brushes, which is a combination of wolf hair and wool. Double-sided brush has moderate hardness and is generally suitable for beginners.

As for running script, beginners suggest not to practice first, but to write regular script carefully first. There are many posts in the running script, you can choose according to your own preferences. It is suggested that the book be placed in the preface of Huai Renji's Sound Education.