Source for good whole wheat flour?

Our whole wheat flour from the grocery store is pretty coarse. Will that hurt in making sour dough starter and the no knead bread? I read somewhere about a “fine” whole wheat flour but only saw it in 50# bags. What about the quality of the bread flour. Does that make a difference? Still trying to get our first starter to grow! Purchased all the things we need to make bread from the website and it just arrived.