I like golf, I'm an average player in it and my skills are rather good as for an amateur. As I understood, you're going only to learn how to play it and for such very start building your own set is a rather simple thing

In your beginner set you won't need much stuff, only several woods and irons, golf balls, a driver and a putter. Buy the cheapest ones for your learning time or get even a used set, such choice will be perfect in the beginning and you'll save much money. Besides in such way you can understand without any money regrets if you want to continue to play this game at all.
The only exception are the golf balls, you'll need the new ones because the used ones usually have a bad quality and aren't convinient for the game, even for total newbies. There are two main types of them in case of material, ionomer and urethane
https://golfclubguru.net/golf-balls/ but for the beginner you can choose any type you like, it won't matter much for the quality of your game. Also your best choice will be the balls with prices not more than $20, all other which are more expensive, are useful only for more experienced players.