The things I've found over the years with muzzleloading. Before I give any specific advice, I must say you can't go cheap on any of your equipment. I made some mistakes when I first started and in hindsight I probably would've bought a better quality rifle to cut my teeth on. You can get a CVA Accura, Knight Disc Extreme, or a Savage 10ml now for around 500-600 bucks which are all awesome rifles and just a couple hundred dollars more than the cheap rifles.
1.) Don't get cheap on the scope. Cheap scopes equal terrible group and frustration, plus they don't hold zero. This is #1 in my opinion because a good scope on the gun gives you a platform to be successful with.
2.) Shoot Blackhorn 209 for powder. You can shoot without having to swab the barrel. If it weren't for Blackhorn 209, I probably wouldn't muzzleloader hunt to be honest with you. The swabbing between every shot with 777 or Pyrodex almost made me give it up.
3.) Finding the correct sabot is crucial. You need to find a sabot that fits snug, not loose. Use a Spinjag loader to help stuff those tighter sabots down the barrel (
http://www.spinjag.com/spinjag_loader.php). I order my sabots from Harvester (
www.harvestermuzzleloading.com). You'll need to experiment with different sizes to find the best fit for your barrel. They will send you different sizes to experiment with.
4.) You'll need to find a bullet then to fit your sabot...when you purchase your sabots from Harvester they tell you what sizes fit their sabot. There are a lot of good bullets out there. I use the Barnes Expander MZ bullet and am going to try out the Harvester Scorpion PT Gold bullet this winter during late muzz.
5.) Start target shooting at close distances. Find a powder charge that gives you great groups at 50 yards with a couple of different sabots. When I started trying to find my optimum load a year ago with my Knight Disc Extreme, I found that the Harvester crushed rib black sabot and crushed rib red sabot with a 250 grain Expander MZ bullet grouped great at 50 yards, but at 100 yards the red sabot with the Expander MZ bullet was much tighter. The red sabot gave me a 2" group @ 100 while the black was 4 inches or more for grouping. The red sabot is bigger which is nice for more open bores like on most Knights. At 200 yards I can hold a 4" group with the red sabot which is lethal for deer even though I'll probably never have a shot that long. Red crushed rib sabot/250 grain Expander MZ/110 grains of Blackhorn 209 is a lethal combination for my setup.
That's all I have. Hope that helps.