I started out tying hair jigs. Basically deer tails, thread and flashabou. If you start this way I would probably look at buying a group of different tail peice colors on ebay. I found it is a very addictive hobby. I started out with reg thread from walmart but quickly found I needed the other after testing and the cheap thread swells and comes apart. If you start with deer tails buy yourself a couple spools of 210 denier fly tying thread. As you tie you will find you will become interested in trying something different and that's where you will learn to tie other things.
I moved from deer hair jigs to using duck mixing the 2. Then started in with adding chenille and other things. I found as I moved into things like beaver hair, rabbit , and arctic fox it not only became a need for using those but as well a need for having several different colors and so on. It's very easy to one one wake up and wonder where all this stuff came from