For people who are taking a fighting game a lil more serious for the first time I always recommend one thing. Learn how to block! And to do that I recommend picking a charge character for a while to get used to the blocking. Since to charge you need to hold back or downback (optimal since you charge both d, u moves and b, f ones) which will add some blocking reflexes in the future.Balrog, Guile and Bison would be good charge characters choices.
Learn blocking, then understand the moves of your character, how much space they can cover and how fast/slow they are.
Based on your 3 picks, Seth and Yang have easy to learn combos, but low health and requires a good sense of how to approach a match. Sagat has good health, nice damage and can zone well, his combos are a tad harder to learn though. Spend a few mins in training mode with these characters, feel them and see how their moves work, practice some 20 times some inputs and maybe a few basic combos and cancels. Take the 3 for a ride and then start deciding later, right now focus on learning the basics.