You can start by trying to prepare a 1% w/v solution. The secret is to add the sodium alginate to the water very slowly and with vigorous stirring to avoid the formation of clumps. You may need to stir for a couple minutes to fully dissolve the material.
If you want to form gels with copper you can just prepare a 0.1 M CuSO4 solution and add the polysaccharide solution to it drop-wise, This will give you spherical Cu-Alginate hydrogels. you can check how we did it for Fe(III):
http://pubs.acs.org/doi/abs/10.1021/am506772x
You can adjust the concentrations of cooper and alginate to change the properties of the final gel.