What is "a lot"? Is it installed, and if so, where?

What type of pine? What does it look like?

What type and color of stain are you using?

Will there be a finish applied on top?

What sprayer did you buy?

And this isn't a project that you just wake up one morning and start on. You need to experiment and practice before starting on some extra material. Stain isn't like paint.

Follow manufacturer's instructions.

Yes, practice before you use a new tool. I'm a very amateur woodworker and I always practice a new skill. Also, watch youtube videos. There will be one for just about anything.

Yes you can use a sprayer to apply the stain. I woul drecommend using Minwax brand stain. It has pigments and dies. And will not be as blotchy. Have some paper towels ready to wipe off excess stain as you go along. Lighter color stain will give you a better chance of not getting blotchy looking finishes.

When spraying. It's nice to have a pressure regulator near the gun to adjust the pressure. You won't need much pressure. Give it a try on areas that won't be noticed such as the inside. And your correct in thinking that an inexpensive spray gun will be faster. I've done many gallons in my career as a woodworker. I suspect that your projects will look great, have fun

Is the pine being used interior or exterior? Any advice changes dramatically with the answer to that question.

Exterior on the ceiling of our front and back porch

60/10 foot boards

You need to use a pre stain conditioner on pine before you even start to stain. Stain goes on quickly by hand and has to be wiped off by hand anyway, so, I wouldnt waste time, learning how to spray the stain on. You can have it all on and done, before you are done practicing.

All 6 sides need to be sealed as well especially pine on the exterior, means the backside before installation. What brand and type of stain are you thinking of using?