For those just learning to bezel set stones here are a couple of things to keep in mind. Choose a round or oval stone, save the irregular shapes and pointy corners for when you have a bit more experience. Also the profile or the how the stone is doomed will affect how easy it is to set.
Stone 1 is a little high proportionally for a first try. Stone 2 does not have a smooth dome, it comes to a blunt edge which makes is a little more difficult. Stone 3 has the best profile for a first time bezel.
Once you have the perfect stone for your first try the above diagram shows how the bezel should fit around the stone. It would just firmly grip the edge at about one-third of the height of the stone.