One other reason you may want to use a database is when you need to combine different data in ways that SQL will be a more natural way to do so. Another reason is if you would like to normalize your data, i.e. minimizing the storage of redundant data.

If you hadn't got much experience with database yet, MS Access actually would be a good place to start, at least for practicing with database design and basic query, as it doesn't need configuration and much resources.

If you want a database that can run even on a laptop but still scalable, MySQL is a good choice. It's economical too (and free for personal use).

Otherwise MS SQL and Oracle are among the most popular (and more expensive) choices for Win32 but they really need dedicated server. They don't seem like to share.

If you use DBI to access your data and you have proper abstraction layer on your code, what database you use should be more or less transparent to Perl, especially when you're not using any vendor-specific feature.