I recommend building some jme desktop apps before jumping into android. Android is a very advanced topic if you have never built jme or android apps before.
The SDK is great, but it has not been fully updated to 3.3.0 yet (correct me if I’m wrong). With the new version of the sdk (not yet released) it will support gradle projects. Many of us do not currently use the SDK. I am using IDEA IDE for my development work. When you will find is depending on the type of application you are developing, the SDK is just a build of Netbeans with some extra tooling and you may or may not need that extra tooling. Any IDE will work fine when developing for JME as long as you setup your build scripts correctly. There are many great gradle template projects on forums and those work great for getting started with JME in any IDE that you would like to use.
VR can get tricky. Once you get there let me know and I can help with that. Depending on what VR hardware you have it may be easier or not. HTC Vive and Vive Pro work very well.