It's such a sick sport! I got a used speed wing from a pilot friend for $1400 (wing and harness). Similarly priced used wings are available online on paragliding/speed flying forums. I'm largely self taught and have gotten informal instruction from friend/ paraglider pilots. The flying itself is actually pretty easy but there are lots of dangers associated and because of that it's really a knowledge based sport and requires good judgement and observation. This was only my 4th significant flight, we flew about 10,000 of distance with 2,100 of vertical. Before this I did at least 100 laps on the bunny hill, no trees or rocks or obstructions. No maneuvering necessary. But if you know how to ski you will fly your first day!
I don't have any formal certifications for paragliding yet but if you want to fly from established launch site (like ski resorts) then you have to be certified. The education process teaches you what you need to know to fly safely. Eventually I want to get my P3 paragliding certification but it's probably 1000$ and since I'm a big believer in self education and I've got some "mentor" pilots I'm flying already... I've just immersed myself in resources like these:
The art of paragliding book
Speed flying E-book.
Think backcountry skiing: if you don't have knowledge of terrain and snowpack you could get killed quick. In speed flying you have a similar need to forecast conditions, only fly when it's good etc...
Having skis makes learning so much easier though. You don't have to worry about coming Into your landing too fast and the take off is a breeze because you are sliding fast on snow.
Stoked on flight!