I started by buying a decent boxed set. It cost me £60 but gave me a good starting point. It is made by a french company called D.I.D. Magic and is called CLOSE UP 2. Withinn this set are 9 effects.
Mirage : By coming into contact with the magic card 4 Aces are transformed to 4 Kings and then 4 blank cards.
Magic Pen : A note is borrowed and the pen pierces the note. But when the pen is removed there is no hole!
Flying Coins : 2 cups allow any chosen coins to be transported thru the air from one cup to another.
Vision Box : This procedure allows the magician to see theough a solid object and predict the cosen colour on a coloured die placed inside it.
Cigarette Vanisher : A simple and clever device that allows you to vanish a cigarette right before your sepctators eyes.
Sponge Balls : An ordinary ball multiplies into 2, both then disappear only to reappear in spectators closed fist. The 2 balls are then placed into the magicians fist and transform into a large single cube!
Hypnose Cards : tricky to explain but worth having.
Dynamic Coins : A stack of coins appear from nowhere, they pass through solid matter, transorm into differnet coins then disappear from a spectators hand without leaving a trace.
Svengali Cards : A card chosen at random disappears from the pack opnly to reappear under a cup, then the pack mulitiplies to be only the chosen card!! Many other effects possible.
After I got the mastery of this set I started looking at
www.magictricks.co.uk where I found a great beginners section. I then joined this forum and expanded my knowledge like that.
It takes time and practice but find what works for you, what you want from magic and how you are going to present it then practice practice practice until it becomes second nature.
Self workers are the natural place to start but DO try and learn a few basic card sleights or other SOH moves so that you dont rely on self workers. If you show someone say 5 tricks try to make at least one of them involve you doing a sleight, not only will it make you feel more like you are performing magic but it will also help to increase your confidence in your ability to perform sleights etc.