I have a ton of opinionated responses lol.
I would suggest start with a cheap straight razor (I tried shavettes but, that shave can be extremely sharp and completely different from a straight razor - not knocking it but, way different feel and angle).
I like the cheap two razor suggestion, a cheap strop and plenty of video watching! Start extremely slow!
For a cheap but, decent shave ready razor try:
http://www.whippeddog.com/
and I bought a ZY430 off of ebay for around $7-14 depending on seller and extras (most of the extras are cheap):
http://www.ebay.com/itm/ZY430-Straight-R...SwfZ1Wbt58
Btw - true shave ready is a rare occurrence. Most razors are sold with barely an edge. Honing is a very learnable skill but, takes alot of time. I went completely against the grain and started honing and straight razor shaving simultaneously. I love natural hones and the zen of the honing process possibly more than the shaving itself.
For a cheap but, decent to great strop try:
http://www.starshaving.com/
I hope this is okay to post but, read the threads here at Damn Fine Shave and investigate Lynn Abrams videos and his forum SRP:
http://straightrazorplace.com/
His tips were some of the best but, youtube has tons of great teachers.
My favorite tips for when I first started out:
1. Start with small, consistent strokes with the grain of the hair. Best place for most to try - the sideburn area. Less than 1" or even 1/2" strokes - not chopping - delicate.
2. The angle of the blade should be roughly the width of the blade's spine - less than 1/4" from the face. Takes trial and error but, cuts can be rare if one practices slowly.
3. Some people pull skin for a clean close shave - I do not - I work with my skin as is. Start with the flats and switch to your de.
4. Honing can be great fun - not a chore whatsoever. Stropping as well. Don't be in a rush. The great fun is in the learning and the learning never ends (this is good).
5. Don't get lost in the variety of opinions and methods. Most are pretty darned valid and have merit. Everybody like different methods, razors, strops, pastes, hones, synthetic verus natural stones etc.
I could go on and on but, you have tons of great advice already from the other posters. Have fun!