A quick Google of 'sewing with leather' gives quite a few resources that give tips on working with leather, such as http://www.alleycatscratch.com/lotr/Leather/SewingLea.htm
From personal experience I'd recommend getting some smaller pieces- maybe your local shop would happily let you buy their offcuts?- and try out sewing with those. Sewing with leather has a lot of similarities to sewing with PVC, so before you stump up a big sum of cash for a large hide, have a play around on the cheaper small pieces. It'll also give you a chance to try out different thicknesses and hide treatments.
If you eventually decide to go for making a jacket you'll probably end up buying one or two hides to make it (depending on the size of the hides and the size of the jacket)- they tend to be sized by sq footage, rather than the familiar yardage of fabrics. If you're not sure how much you'll need you might want to take your pattern pieces with you and try them out on the hides.
Hope that helps a little!