If you buy a cheap pipe and cheap tobacco, you will NOT have a good experience and you won't ever truly know if you like pipe smoking or not.
Start with a new pipe. I have my dad's pipes, but I don't smoke them. An old ("estate") pipe can be great or it can stink.
As mentioned earlier, Peterson probably has the best bang for the buck. Get a model in the $50.00 to $100.00 range. Go to a tobacco shop and ask for a mild aromatic tobacco. One with a vanilla flavor is a good bet.
The tobacco should be moist, not dry. If it is dry at the shop, find another shop.
Break in your new pipe slowly. Fill it only half way for the first few smokes. Don't reload and "chain smoke" your pipe. The bowl needs to cool down between smokes. That is why most pipe smokers have several pipes which they rotate.
My wife gave me this quote: "A pipe gives a wise man time to think and a fool something to stick in his mouth."
Have fun.