Kayaking is great fun, if you have an opportunity to take it out on a lagoon or estuary, go for it. If you want to go out to sea you must first practice getting through the waves and coming back in on a kayak without any gear on it first, once you've mastered that you can have a bit more confidence, best to meet up with someone who goes on the ocean a lot who can show you the ropes.
Regarding anchors I did a bit of research on the best way to set it up both on youtube and here on sealine (The pinned thread on anchor trolleys). Here is the photo on how I set mine up initially, I have since replaced the cheap rope with some decent braided rope that has about 10cm of stretch per 15m and sinks, the buoy is just in case you need to drop your anchor so that you can come back later and get it. However it's good have a buoy so that people know you are anchored, some boaters don't really pay attention to kayaks and the last thing you want is to be towed. I even got a rope that was bring yellow just in case. Also get about a meter of decent diameter bungee cord with two carabiners, this will act as a quick release to your buoy and provide a sort of 'shock absorber' against waves from boats or wind.
I've also still got to swap out this length of chain for a 1m length of chain, cause this little anchor wasn't holding too well in strong current. For a dam, a 700gram anchor should be perfect, just rig it with a bit of chain and rig it to trip in case you get stuck on a submerged log or something.
In SA the fibre glass ski's, particularly the stealth ones are very popular, they are definitely much faster and better suited for offshore. But they are also heavier, and cannot take as much punishment. High density polyethylene is a very strong plastic and I've seen pictures of kayaks that survived falling off a car at 120km/h with just a few scuffs. Not to mention they are easy and cheap to fix, there's a guy on youtube that fixed his with a propane torch and some filler material. Not that I would do that myself...