Step 1: Learning Safety

The first steps you should always take before starting to weld is learn about safety equipment and the hazards of welding
Most the time your machine will come with a manual stating all them or you can see it all online for free I will go over what equipment you need

Step 2: Basics of Welding

There's a lot to learn about welding but don't be over whelmed here's some things that help you get started easiest way to learn is watch YouTube videos from good sources such as chucke2009
1. Learning the difference in mig tig and arc welding
2. Learn how to set up the machine
3. Learn what materials and scenarios you should use each different welder for
4. Learn how to strike an arc
5. Learn uphill, down hill and the other main welding techniques

Step 3: Buying Your First Welder

You don't need the best machine on the market but do your research and find one best suited for you and keep in mind duty cycle if your gonna buy a good one because you'll want it too run for quite a while when you start doing projects.
For you're first welder I suggest going to harbor freight and getting a 110 or 220(if you have outlets for it) I started with the 110stick welder good little machine for 70$

Step 4: Gear

Here's the safety gear that you need
1. Welding jacket
2. Good durable pair of leather welding gloves
3. Mask with right lense
4. Get a pair of pants that aren't gonna catch fire
5. Some good work boots
6. Ear protection and safety glasses
Not safety related but other gear you need
1. A grinder to clean material
2. Wire brush
3. Slag hammer

Step 5: Practice Time

Now that you've bought you're first machine learned the basics and have all your gear get to practicing!

Make sure too clean your material well first and start practicing arcing then laying beads
You may stick your rod a lot when stick welding but don't give up you'll get better real quick!

Step 6: Get Some Feedback

Join a welding forum show your welds and ask for advice on how to improve don't get down when they suggest something just try it out and see how it works there's lots of knowledgable people to get advice from