Performance testing an APEX application will often require that you tackle authentication.
There may be several options available to you to handle APEX authentication (including, but not limited to, removing said authentication for your test) but, I think, the most intuitive approach is to authenticate yourself programmatically using the APEX login GUI. I have prepared this material to help you implement this approach.
Apache Jmeter has been an industry standard for 20 years and will likely maintain its reliability for many years to come. There are many alternatives out there that may be smarter and slicker than Jmeter in some respects (see Gatling for eg) but, as far as I can tell, the innovations are modest enough that they don't demand that I switch platforms.