I'm no expert but here's what I think....
First... knitting needles... straights or you can try some circulars if you are interested but I feel, for myself, tho' others may think differently, that it is essential to start simple and basic.
There are a lot of videos here on this site (see front page) that can help you get started... perhaps on a dishcloth to begin with.
There, at least, you would learn how to knit, purl, cast on, cast off, do garter (just knit) and stocking stitch (purl one row, knit the next one).
One of the books I found really helpful was Knitting for Dummies (once I got over the name, that is...
) They assume you know nothing and start you from the beginning but a lot of the stuff you can learn from this book can also be found here in the videos I mentioned earlier.
I also think it is important to get friendly with another knitter in your vacinity... someone with experience that you can ask questions of and who can get you on the right track. Someone helped me that way years ago.
The library is also a good source of beginner books with easy projects to make so you can practice what you've learned.
The yarn... I wouldn't want to start with expensive wools... try some acrylics to practice on. They can be very beautiful, colourful and best of all, washable.
Knitting is not hard. IT takes practise to get really good at... I'm still trying.. but in the process you learn more than just how to knit and I've found knitting to be very therapeutic... except right now, of course, when I'm tearing my hair out over some botched up sleeves... grrrrr!
But try it... you'll like it and everyone loves a handknit item.
Or so I've heard...