On pedal steel gauge charts, "P" means plain string and "W" means wound string. Plain strings are smoother and more flexible under pedal movement. Wound strings give fuller tone and a more even feel on the lower notes.
The .011 third string on E9 is one of the most common breakage points, because pedal movement constantly raises and lowers its pitch. That's why some sets, including the S.I.T. Buddy Emmons E9 sets, include an extra .011.
Most beginners are better off starting with a standard balanced set before trying custom gauges. Small gauge changes can affect pedal feel, tuning stability and overall response.