its easy to start.
you could go to your local rei and get a couple biners and some climing webbing, or you could order a kit online. i got my kit from freeflow lines website and couldnt be happier with the hand crank ratchet it came with.
umm as for advice, dont start by holding onto a tree or anything, it just throws off your balance. look at the end of the line as your slacking, looking at your feet will mess you up. use your arms for balance, but use the leg that you arent standing on more, it helps a lot. maybe listen to music too, if you zone out and dont focus so much on falling you'll have more fun and make it further.
just invite some friends to a park, bring a frisbee, and enjoy the day. it takes time to learn, just be persistant.