In terms of 'knowledge about Panerai in general' I started a similar thread a little while back which has a few opinions both for and against the brand:
https://forum.tz-uk.com/showthread.p...not-to-buy-one
As for the two watches you've mentioned I by far prefer the overall look of the Azzurro over the 959. That grey looks a bit washed out to my eye at least, whereas the Azzurro seems to tie in a bit better with the blue bezel/dial wording and then the dark face with a dark strap.
Good luck with whatever you end up buying though, I've enjoyed my first foray into the brand and have been wearing mine every day since it arrived