I agree on taking a class, or at least buying a video. These are helpful.
Also, make sure to get a good set of scissors and a quality bobbin. Using good ones will make your tying much more enjoyable, and you'll tie better flies.
And don't waste your money buying high-end hooks right off the bat. You're going to make lots of mistakes and throw away lots of sorry-looking flies. Best to stick with inexpensive hooks while you learn. Then, after you've learned how to tie a good fly, and how to properly sharpen these inexpensive hooks so that you can catch fish on them, then go out and treat yourself to high quality hooks to tie on. Then you'll be able to truly appreciate them.