I have to agree with one earlier post about reading.
Books, magazines (Brew Your Own is my favorite), and websites (this and others), are all a fantastic source of information about this new addiction that you have been cursed with.
Once you start brewing, and learning about what it is you are brewing, you won't want to stop. I am still very new to it myself, but I am definitely hooked, and I am driving my wife nuts with all of the reading material that I am always going through.
That all being said, nothing beats experience.
Get a starter package so that you have the basic equipment, and go for it. If you are brewing extract with grains, an average batch will cost you about $20 - $25. For that, you end up with just over 2 cases of beer. A single case of a decent beer at Sams Club or Costco would cost you that much.