My father was the state fair welding champ when he was younger, so I asked him what I should do when I decided to learn how to weld.
He told me to purchase the books others have suggested. He also suggested I buy lincoln's mig 110 because it's portable and so easy to use (he uses a hobart). I bought the flux core model of the welder and love it. I've also bought the mig kit, but have not yet installed it. The nice thing about the lincoln is you can just flip up the side panel to see how you should set up the welder for different thicknesses of metal. Easy.
My big tips: (and I'm a beginner)
1. find a scrap yard and ask for some scraps to practice on.
2. make sure the metal is clean.
3. rest your arm on your other arm or leg while you,re welding as shaking will make a bad weld.
4. if the welder is setup correctly it'll sound like you're frying eggs.
5. do not weld galvanized matl as it has toxic fumes.
6. wear a full mask, not just goggles like i once did.
7. weld in a well ventilated space due to fumes.
8. practice.
9. go buy the welder.
funny side story. my house almost burned in a wild fire. when we evacuated, all I took was my cpu, pictures, some clothes, the wife, dog and my welder. I'm still teased about that.
have fun,
Dale