J.B.
Lax is a spring sport and will conflict with baseball forever. All three of my sons play (or have played) lacrosse. This year I had one in U9 and one in U11. On both teams, there were kids who played both lax and baseball but it was hard for them to manage conflicts. I would recommend one sport at a time.
Most communities don't have enough kids interested in lax to field an entire in-town league like you would normally have for baseball, soccer or basketball at this age so it tends to be a "travel" sport right from the get go, where a town may field one or two teams and those teams play against surrounding towns.
In my town, the kids start practicing once a week indoors from January - March and then once the fields are declared open in the spring, they move to 2 evenings of practice and 1-2 games a week outdoors. It is a big commitment of time in terms of the number of times a week the kids play, but the games themselves are mercifully short (1 hour) and are full of action.
Because lax is still a developing sport in most communities, kids can really start at any age. One of my older son's has a friend who played JV this year who had never picked up a stick until the day of tryouts.
If you want to build his skills up, get him a stick and ball and just play pass, just like playing catch, as you suggested. Another skill that's important is cradling the ball. He can practice just walking around holding the stick with the ball in the net. They rotate their wrists to move the head of the stick from side to side, which keeps the ball in the net while they are running and dodging other players. Our coaches recommend that the boys just walk around with the stick in their hands whenever they can, working on getting comfortable with cradling with both hands. Other skills to learn are how to quickly scoop up the ball and run, and how to quickly get up off of the ground, because they spend a lot of time falling (or being knocked) down and need to learn to roll over, pop up and keep going.
There are youtube videos out there with simple skill videos that are pretty helpful. Of course, none of this is necessary now and these are skills that they'll teach him if he joins a team, but if he wants to learn some of the basics now, it never hurts to learn the fundamentals!