Welcome,
I'll give you the same advise I give every new maker.
Read at least three knife making books before you spend one dollar on tools and steel. Then find a maker within your area and go see him/her. If possible go to a hammer in and or a knife show.
The Blade show ( the biggest one in the world) is in Atlanta this June. You will se every steel supplier, parts supplier, blade supplier,wood and handle suppliers, and ten thousand finished knives. Talking to the makers and attending the seminars and demos will be invaluable. If at all possible you should go. Once you have learned the basics from books and such, start by assembling a kit knife. The Blade Show will have everything you need, or go to
www.knifekits.com .
Then you are ready to start putting together a shop. A secure and weather sheltered area is necessary. I had a 10X20 canopy tent ( they are only about $100) for several years over the smithy. A garage is a good place to store the stuff between knifemaking sessions.Puit everything on wheels, if it will work that way.
Start acquiring equipment slowly. First get the hand tools - files hammers, filing jigs, sandpaper,drill bits, etc. Then a drill press and a belt grinder. You don't need to start with a KMG unless you have a lot of expendable cash. ( If you do have a lot of expendable cash you definitely should start by attending the ABS School of Bladesmithing in Old Washington ,Arkansas.)
After you have these tools you can get an anvil and forging supplies. By then you may have decided on a gas forge, or be ready to build one (It is surprisingly easy). I say take a year to progress from thinking about being a knifemaker to becoming a new maker who is just realy starting.
You didn't fill out some of the info in your profile, so I will assume you are a student and young (could be wrong). That info would help with advise that needs to know your position in life and experience. A 65 year old retired welder gets a very different answer than a 16 year old 10th grade student.
Learn to use the search function on this forum and on Google. It is your friend.
Visit
www.knifehow.com for a lot of tutorials and info.
There are many tutorial sites such as Don Fogg's and other makers on this forum.
Read the getting started sticky at the top of this forum page.
Welcome again, Stacy