For jewelry, I'd suggest surgical stainless steel. Be sure to mention your allergy concerns to the piercer.
I can't describe the exact piercing process as each piercer may operate a little differently. They generally mark the area, put a forcep on the area as a guide and then push a slant tip needle though to make the piercing.
As far as your parental issues, I can't help you with that. I do suggest a discussion versus a confrontation. If you are under 18, you will not be able to get pierced without them coming along and signing paperwork. If you do an end-run around them, they then can sue the piercer and anyone who may have pretended to be your legal guardian.