if you are starting from nothing, I would suggest a launch set which comes with; a rocket or two, a launch controller, and a launch pad. you would need to purchase batteries and rocket motors separately. I would also suggest a trip to your local library to check out the 'Handbook of Model Rocketry'.
Welcome to The Rocketry Forum and to rocketry which is a hobby that can be enjoyed in an infinite number of ways.
As Rex said you can buy a starter set which includes nearly everything you need. They're available from online vendors, hobby shops, or even direct from the manufacturers, such as Estes or Quest.
Many people get a lot of enjoyment out of membership in a local club. The National Association of Rocketry (www.nar.org) and Tripoli Rocketry Association (www.tripoli.org) both have websites that show or list local club contacts. Some clubs are fortunate enough to have vendors come to their local launches. Being a member of a club also allows you to see things that you otherwise might never know about by just launching alone. If nothing else, go to those websites and look at and learn about their safety codes. NAR has the Model Rocketry Safety Code. Tripoli is more for high power rockets and doesn't have its own model rocket safety code. Also, if you choose to join one of the national clubs your launch activities are insured as long as you follow the safety codes. More importantly the safety codes help reduce risk to you or any spectators.
And I really endorse the idea that you get ahold of the Handbook of Model Rocketry. It's available at a discount to NAR members.