Go to your flyshop and buy the basic tools and a decent low-end vise(Dragonfly is putting out a nice starter vise for $20). Couple of bobbins (make sure you get ceramic ones), pair of good small, sharp point scissors, a pair of 5" scissors(don't have to be expensive one and get them anywhere), one spool each of #8 and #6 tying thread in black, lt. olive, dk. olive, maroon, tan and one of red. Also a couple of spools of acetate floss, black, maroon, lime green. Flashabou in silver to start. Find an old 12V relay, smash it open and get the coil out of it, beautiful thin copper wire for ribs. Olive, black and white ostrich herl. Peacock herl. Pheasant tail. Go to bigger craft stores and get macrame` yarn and pure nylon "plastic canvas yarn" in bug colours and other body colours. White and black plastic seed beads, too.
Do not get desperate enough to buy a "starter kit", some of the stuff you just won't use.
Oh yeah, cheap nail polish, clear, black, red, olive. Should get it at liquidation places or dollar stores for a buck a bottle. There are lots of books availiable on the topic of fly tying availiable at your local library. Or you could drop by a flytying night, I believe reaction bait and tackle has a weekly drop in night.