Before you can get started, you have to ask yourself a few questions:
1) What period do you want to do?
2) What are my interests? Is there something specific you want to do/accomplish?
3) What are your time/financial/other constraints?
Once you've worked out some answers, you'll be better equipped to proceed. The one thing to bear in mind is often, reenacting certain periods are more popular in some parts of the country than another. For example, in my case, reenacting the American Revolution doesn't have much of a following out here in California while it's pretty big back east. Of all the periods out there, American Civil War is probably one of the most popular periods that people reenact.
My only other advice is that once you find a period you're interested in, you'll need to find a group. With the internet, this is a lot easier than it used to be- google is your friend. Check out various group websites and if something interests you, email the contact person. Also, timeline events are pretty popular - try to find one close to you and go visit. Here you'll have a chance to see all sorts of groups "up close and personal"- you can then decide what will suit you.
Once you've located a group that you're interested in, they should be able to help you start getting the necessary clothes and other items. Don't buy anything until you've found a suitable group- authenticity standards vary so there's no point spending money until you have to (been there, done that and wasted a lot of $$).
Hope this helps.
Adam