I have my fingers crossed for you!
I heartily agree with suggestions to pick up some puppy books. I also found a couple books specifically about the Shetland Sheepdog very helpful. Of course each dog is unique, but there are certain traits, health issues, etc. that are common to the breed, and it's helpful to have an idea what to expect. This is also a great time to read through the threads in the Puppies 101 section! Lots of great tips given in there... and you can benefit from all the questions we newbie owners have been asking for years!
Regarding the mess + fur issue... like Dawn said, they are highly unlikely to get poo/pee on themselves as puppies (unless they have loose stools). That problem won't show up until later, when the long adult fur starts growing in, and it can be easily dealt with by keeping the dog well-groomed. If you take the dog to a groomer, most of them offer a "sanitary shave," where they shave the fur very short right around the private parts. We have that done every time we take Lerwick in for grooming, and we never have an issue. I can always tell when he's overdue for grooming when he starts getting dingleberries!
As for a crate type... there are lots of threads on the forum about that. There are several kinds to choose from... wire, plastic, etc. and a lot of it is just up to your own preference, and also your dog's preference. Some dogs prefer the wire crates so they can see everything going on around them, others prefer the plastic crates because they're closed-off and more "den-like." My suggestion here is actually to go for the wire crate, because you can always drape a towel/blanket (or the commercially-made crate covers) over the wire crate if your dog turns out to be a den type... but it's much more difficult to make those closed plastic crates feel open and airy! We got a Midwest Homes wire crate. It's great. It folds up for storage/moving, has a divider, and is really well-made.
As for the crate size, it should be big enough that the dog can turn around and lie down, and tall enough he can stand up and not have his head/ears touch the roof (and not have to bow his head at all, of course). When I was crate shopping, one of the puppy books I was reading suggested to buy a crate that would be big enough for your dog when he is full-grown, and make sure the crate comes with a divider that you can move around so that the crate grows with the dog. The idea here is that when the puppy is small, and especially when you're still housebreaking him, you don't want the crate to be too big, otherwise it will encourage the puppy to use one end as a makeshift potty and sleep in the other end. Being able to move the divider means the crate is always the right size, and you don't have to keep buying new crates as he outgrows them. This is what we did... but unfortunately, Lerwick ended up being larger than expected, so his crate is not as tall as we'd like these days! Fortunately, we don't really need to use it anymore, but some day I'd like to get a taller one just in case. Unfortunately, it's very difficult to know how big your pup will end up, so my suggestion would be to overestimate the size you'll need. Buy a crate roomy enough for a Border Collie, and I'd guess that should be plenty big enough for your Sheltie... even if your pup does go oversize.
Keep us posted!