If you really wanna go for the freehand route, here's a portion of my synthetic stone setup.
There's the whole natural stone setup too, but that you can explore later.
And of course, there's nothing wrong with jigs and assisted sharpening devices either.
It all depends what you are going to be sharpening.
Razors? Kitchen knives? Japanese Swords?
There's a ton of nuance to all kinds of sharpening, but the following setup will handle just about anything and handle it well.
First try to get some kind of
1) Norton combination stone. They are cheap and consistent, and it'll let you know if you have the interest/knack for free-handing. ~ 100/400 grit
2) Diaface Coarse/extra-coarse: If you decide that you like it, then pick up a diamond plate. They don't need lapping, and they can be used to lap other stones later. Diaface coarse/extra-coarse ~300 grit.
3) Chosera 1k. Most new knives won't be sharp, but they'll have an acceptable shape aka geometry. Then all you need is to put an edge on the blade. 1k stones are made for this.
Very good utilitarian grit for pocket knives and camping knives.
4) Diaface Fine/extra-fine. Smoother lapping stone for higher grit stones. Also it has the ability to burnish a blade. Even though it's about 1200 grit, it'll shine up a metal like nobody's business. Probably the most unnecessary stone for this particular line up.
5) Naniwa SS 5k. While 1k edge is fine for most things, it's a bit aggressive, and sometimes you'd like it to be a bit smoother. Then get 5k. Most kitchen knives will react very well to 1k/5k progression.
It'll give you grit to bite into a tomato, and smoothness to shave some hair. Also a good grit for utility knife.
6) Naniwa SS 8k. If you want extra smoothness, maybe you are looking to polish up a blade, 8k is pretty safe bet.
7) Naniwa SS 12k. If you want sort of a mirror finish get this. Will put screaming edge on anything and polish the blade too. Considered good finisher for straight razors. That should tell you something about it's sharpness.
Starting from here, SS 12k (and sometimes from 8k depending on situations), you'll be able to do the circus tricks. Whittle hair, split hair, Hanging hair test, cutting extremely thin newspaper mid air, etc.
8) Escher. Sometimes it's good to throw a natural stone in the mix. Something like an Escher will put a mellow but extremely fine finish to an edge. Grit wise, probably close to SS 12k.
9) Suehiro Gokumyo 20k. Non-spray type hone with sub micron grit. Shapton 30k and Suehiro 20k are similar in grit size. Ultimate sharpness, but at the same time pretty fragile edge. This type of edge will not last more than a few swipes on a cardboard. But works damn well for something like razors, scalpels, and yanagiba.
Some people believe in the stone synergy. So when they have e.g. SS 5k, they'll get SS 8k, SS 12k, etc.
I'm not sure how much of that is just superstition.
But if you are going to believe in some of that, you might want to research the series before you invest on that first stone.
For example, in my line up, the SS series are "bound" by resin binders and they are much softer than other stones and are prone to being scooped by a blade.
The Chosera on the other hand has magensium binder and has much stronger constitution. They don't get stabbed at as easily, and that's something of a good thing.
If you have the interest I suggest trying this progression out.
I can't imagine anyone being unhappy with this line up.
You could go very far with just Chosera 1k or even just Norton combination stone.
I sharpened all my tools on cheap stones like Norton and Arkansas for 2 decades before I got into synthetics and Japanese naturals.
After a stone or two, you'll have researched enough to go on your own way.
But this should light some lamp post to help you along.