I never used Pro E my self but know that it's a great design tool. The mechanical guys use it at work.You'll be able to do 2D and 3D design and engineering analysis with it and like manny high end software it has numerous packages for it. I doubt very much that you have a legal seat for that software .....I know how much it costs per seat at work and also have a flavor for the learning curve
associated with it. What is important for use along with Mach is that you need to generate the proper Gcode so it will need a post processor tailored for Mach. Pro E can export a DXF and if the export is set up properly that output should be usable by other programs and the same for the 3D file export. Since your DAD uses it I would suggest you ask him to create some CNC files for you to try out.
High end stuff is great but manny times it's overkill for what you will use it for as a hobby. ie; if you don't use the software much you willl spend more time re-learning it to do the simple stuff.
As far as being proficient on the high end stuff.........we bring in folks for work that claim they have 10 to 15 years experience and most of them will fail our test to be hired!
Your learing curve will be great at this point in time and it never stops.
I mentioned Cam Bam becuse it has a basic CAD package, can generate good code for 2d and 3D machining for Mach and some nice features you would not find in a package for the money.
There is a free version which you can try and if it's not your "cup of tea" then look into something else. At one time there were some 100 or so CAD packages out there so don't think you want to spend your life trying them all out.
Nothing wrong with trying out the wizards that come with Mach as that will give you experience and insight to find what you would like from a CAD / CAM program.
Enjoy the learning curve as the walking path around the park is a long one,

RICH