Learn all you can but start with safety first.
Achilles,
I commend you on your personal growth and evolution as an individual. Dispelling fear induced through ignorance is a huge step forward. Congratulations and welcome to the world of firearms.
I agree with the previous poster that a Basic NRA course on safety and nomenclature is a good start. However, I think NRA courses are quite boring and spend too much time grubbing for money to support their political agenda. In the political realm I think GOA (Gun Owners of America) are more true to the mission of fighting for gun rights....just my opinion and many here will disagree.
Go ahead and take a basic course or two from the NRA then do an Appleseed as previously mentioned. Appleseed will give you an historical perspective as an American. Appleseed will also set you on the path of acquiring good marksmanship fundamentals with a rifle.
A rifle is king in the world of guns. You can do just about anything with a rifle. A handgun is a handy tool but it has been said that it is merely a tool for fighting your way back to your rifle. Remember that! Shotguns have their place and are sort of a specialty gun but can be very functional in many situations. To become proficient with all 3 will take quite a bit of time and an investment of money.
After you have taken an NRA class or 2 then an Appleseed, (or maybe 2 or 3 because they can be very fun) then do a hunter safety course in your home state. At that point, you will be on your way to knowing what you want to do next. Seek out quality training and be consistent with your practice.
As far as purchasing guns for starters, all you need for an Appleseed is a .22LR like a Ruger10/22. They are not too expensive and ammunition costs won't break the bank. You can even check out the Appleseed website at:
appleseedinfo.org
There you will find all the other gear that is recommended to make your learning experience enjoyable and most beneficial. There is even someone on that sight who is offering customized Ruger 10/22's that will help you to operate the gun more efficiently. Also get a sling. A sling is essential to good rifle marksmanship.
The next gun for a good beginner personal defense sidearm, would be something like a Glock, chambered in 9mm or perhaps a revolver chambered in .38special or .357 magnum (the magnum will be more versatile and you can grow into using magnum ammo for defensive shooting and use the more economical .38 specials for range practice). Also invest in a decent holster. Along with the handgun, get some training in the "use of force doctrine". It is imperative, as an armed citizen, that you fully understand when you are justified in using lethal force. Masaad Ayoob is probably the leading authority on the subject and he holds classes in various parts of the country year round.
After that maybe you could get a 12 gauge pump-action shotgun for home defense and trap shooting and some hunting.
I recommend you buy your ammo by the case. It is cheaper that way. Of course, you may just want to start out with a few boxes at a time to be frugal.
What I have laid out here is an incremental program of learning not only the marksmanship aspects of shooting but safety and proper understanding of the law. In terms of dollar investment, the 10/22 will run you about $200 and a brick (500 rounds) of ammo will cost about $20. Handgun, holster and ammo another $1,000. Classes to that point (NRA, Appleseed, and a handgun class) could be in the neighborhood of $1,200 if you include Ayoob's Justifiable Use Of Deadly Force. Shotgun and a case of ammo about $600-$800.
After that, you may consider a high-power, center-fire rifle and depending on what you want could go to $600 or more.
My preference is to buy quality, new manufacture firearms. Though with some guidance from a trusted friend who knows firearms you can pick up some great deals on used guns....but you need to know what you are looking for. Cheap guns are not worth it and can get you killed or injured.
Final word of advice, do some research on your state's gun laws. Some states, like N.J. and N.Y.have ridiculous restrictions. Others, like Vermont and Wyoming, have very few limits but it is important to know the rules.
Hope this is not too overwhelming. I just wanted to give you a fairly broad idea of how much you can spend on a basic starter set of 3 guns (rifle, handgun and shotgun) and the subsequent training.
Best of luck