I'll make one suggestion I wish I had known...start small! Get some perfumers alcohol (or 100 proof vodka) and a few bottles of essential oils...relatively inexpensive ones (health food store, etc.) Make a few concoctions and see firstly if you enjoy it, and secondly if you actually like anything you make.
Second major thing I'd suggest is to dilute all of your essential oils right away. You'll often see recommendations on websites such as The Good Scents Company to "smell in a dilution of 1%" or something like that. Most oils are just too strong to smell on their own, and if you mix them without diluting, you'll end up wasting. So get out your calculator, and dilute to whatever % is recommended. You'll also need pipettes for this (get the smallest increment pipettes you can find), and some empty bottles (amber glass, etc.)
Last thing I'll suggest, but for future references (don't worry about it yet), is that a good, small increment scale is very handy. You'll notice that measuring oils using a pipette can be inaccurate (at best)...a scale will make things much more precise. Also note when you're buying oils what consistency they are...very thick oils are difficult to dilute, and things that come in crystal form are also a pain. You'll want to start with simple basics.
You can buy perfumers alcohol from Snowdrift Farms, and you'll probably find a lot of other useful supplies. But again I warn you, start small...don't invest more than $50 or so to begin with. Skip the absolutes for now (they'll often cost you more than that amount on their own). I'd also skip the synthetics for now....unless you know of some that you're specifically interested in. You can play with those later.
Anyway, that's my advice...others may have differing opinions. I found out that I am in no way a naturally gifted perfumer, but I still enjoy having the raw materials for reference.