Hmm. I wouldn't get overly concerned about the finer points of using cursors in SQL if you are just starting out. They are very useful for a small subset of problems, although you can almost always get around the problems in other ways. And if you simply must use cursors then DBI can call a stored procedure in the database which then uses them ( although this depends on what you think of stored procedures...).
In summary if you are just starting out then worrying about cursors is like worrying about wether a car is front or back heavy when skidding round a race track when you are just starting your driving lessons :)
If you want ease of installation go with SQLite. If you don't mind a little more hassle setting things up go with Postgres - it has nicer error messages. Can't comment on MySQL.