Mounting a Pull Up Bar
First of all, congrats on taking up your first ever DIY project! It will be a rewarding experience. The more you do, the more you will learn and enrich your life, as well as being able to help those around you.
For the wall option, you'd want to go into the studs, which you can find with a studfinder, or just watch a video on how to find them by knocking on the drywall. Knocking on drywall to find them is very easy.
The screws you use shouldn't compromise the structural integrity of the wood; whatever you're mounting, you shouldn't have to use anything more than a wood screw that's a couple inches long.
I wouldn't try to install on the ceiling; seems like you'd hit your head on the ceiling before you'd complete a full range of motion for a pull-up. Installing one in the wall, over a doorway is ideal. That way your body can swing forward slightly when performing the motion, and you should still have enough headroom.
My favorite training tool for rock climbing is called a &quot;hangboard&quot;. They allow various different types of strength building compared to a pull-up bar, but you can still do pull-ups on them. They have a very easy-to-follow install guide on their site.
Here's a link to one online: https://www.metoliusclimbing.com/project-board.html
That being said, you could also just get a removable one: link
I used to have one of these when I lived in an apartment, and didn't want to have to resurface walls after moving out. Be warned though, if you get a removeable one, you can't pull as hard/move as fast, for it can bounce and come loose. Also, if the walls and ceiling are wood, I'd go with this option as defacing a nice looking wooden wall is a little sacrilege IMO.
Best of luck!