Don't get the ones you linked. They are not good.
You need them to have grip, these are cheap cheap cheap plastic and will slip. I've been doing billiard balls for probably 6 or 7 years now and these things annoy me when I try to use them. I can do it, but you don't want to be learning on them, and even when you get good, you won't be using them. They SUCK!
Do you care about color?
Here are the best set for your money, they are yellow but PERFECT for learning. Good size. The gimmick is metal, so it will last a VERY long time. And the balls are practice golf balls. So they look like golf balls but a light, grippy, and you can buounce them on any floor surface without wrecking any floors.
I still use these for 50% of my shows even though I have spent hundreds of dollars on multiplying balls!
Ok. I can't find the link on penguin, shame, but get the Empire Magic Yellow Golf Balls
. About 10$
If you have really small hands, you can learn with these: Goshman Sponge Multiplying Balls http://www.penguinmagic.com/p/S6562
They are SPONGE balls, but not super soft/ yet not super hard. In between, and come with the magic gimmick.
And if you have real issues or worry about dropping the balls, these don't bounce at all, and are hard plastic, but have little spikey things that grip to your fingers really good! You'll never drop it! Vernet Multplying Balls http://www.penguinmagic.com/p/S8783
Tennis balls would be gigantic, I doubt many people would be using them.
You *could* use a ping pong ball, but again, they offer very little grip, plus you'd need to make the shell to fit overtop.
These three sets are PERFECT to learn on. Any one of them will serve you wonderfully. I have them all. You can always get more in the future, better quality sets, but I really reccommend the Empire Magic Yellow Golf Balls.