Stained glass is such a beautiful hobby. Although it is a hobby that you will have to be careful when doing or you could end up with small splinters of glass in your fingers or if not wearing good shoes tread on some.
Sometimes the most expensive part to starting any hobby is buying the tools. Once you have done that then you will need some new exciting patterns to start practicing with. I would sugggest that you start simple doing things with straight cuts. Once you feel more comfortable with that then you can move forward onto the more intricate items.
Although you as you will probably want to cut your costs, instead of spending hundreds of dollars by going out and buying all the latest books. You can download patterns for making lamps, tarariums, mirrors, windows and all those other novelties on the net for FREE.