Here some advise from someone who was in your shoes just before Xmas. There are two approaches that I would recommend. First option, go to Cabela's and buy Jack Dennis's Getting Started Fly Tying DVD and starter kit. I found the DVD after I bought a starter kit, and did not have some of the materials needed to tie his flies. His instruction is clean and easy to understand.
The second option is to pick three common flies. I would recommend the Pheasant Tail Nymph, the Gold-Ribbed Hair Ear, and the Griffiths Gnat. These flies simply catch fish and cover multiple species of trout food. You can get lots of step-by-step instructions on the net or hit your local library. Once you pick them out, order just the equipment and materials you need, but get high quality. This approach is more expensive. However, if you end up getting into it like me, you will want to upgrade your equipment in a couple of months anyway. The one thing I have found over the last couple of months is this is one hobby where quality is worth paying for. After you nail down these three get more supplies.
Here are my final inputs... 1. If you can afford it get a high quality vise. I got one a cheap one from my kit. It started to wear out on me in a couple of months. The good ones will start at a couple hundred dollars. However, the difference is night and day. That one is always a tough call...quality versus cost. 2. Don't skimp on your bobbin and scissors. 3. Learn everything you can on Hackle feathers, I waisted money getting the wrong kinds. 4. If you can find a good fly shop, use it. 5. Be careful, once you catch a fish on a fly you built, it is can get addicting.
Here is a good read.
Drop me a PM if you have any questions from a fellow beginner.
25 Best Flies.pdf