Try doing a simple project using lumber from a pallet. It's free lumber at most Lowe's and Home Depots (ask an employee before just taking them. Some of the pallets are owned by their distributors and they get money back for returning the pallets).
Buying lumber just to fuck something up because it's your first try can get expensive, so using pallets lets you relax a bit and get experimental.
If you're not sure about carpentry, don't be afraid of buying tools from Harbor Freight. Most of the tools are shit, and if you try to put them through their paces you'll probably melt them, but better to have a complete set of shit tools that you gradually replace with quality tools as you learn which ones you use a lot than a limited set of really nice and expensive tools only to find out you rarely use half of them.
Free tip I wish I knew before getting into woodworking: your final project needs a finishing coat, or else you'll get splinters running your hands along the wood. Even finely-sanded wood can give you splinters. There are a few materials you can use for a finish coat, I personally use a water-based polyurethane because you can apply it with a brush.