Start Slow, Go for the pins that you like, Most people want the LE "Limited Edition" pins, I love walt pins and stick pretty much with them, Just have fun with it, and be careful it can be very addicting, also buyer beware buying Off of EBay and Craigslist, there are alot of fakes going around.
Couldn't have said it better. Just start with what you like, and buy in park and trade with CMs. It might be good to buy a started or booster set to trade with CMs. I would avoid ebay and other purchase sites at first until you learn more about scrappers and fakes, etc.