The best thing to start off with is to find yourself a good teaching pro. For this you may have to travel a little way (hopefully not too far). Before you go out and spend £££ on all the latest golf gear - take a few lessons, the pro should have some clubs you can try.
Once you feel like you are ready to progress your pro should be able to reccomend what clubs you should look at - the last thing you want to do is buy the wrong clubs as they can make the game easier or harder for you depending on their specification.
Its quite a frustrating game to learn, but once you hit 1 good shot, it will make you come back for more and more - best of luck.