I find the i3 documentation excellent.
On Ubuntu Mate, when you install i3, the login manager let you select it. There is nothing special to do.
i3 doesn't work on wayland. I have heard sway is a great alternative. I will have to try it one day!
The other way around is also possible btw (starting gnome/mate/xfce and starting i3 right at login. I personally preferred the parents way as well though (using xfce though)
You won't be using Wayland with i3 however, and weren't they going to prefer that with Ubuntu 20 and onwards?