I think starting out is the most expensive step towards anything you want to do. It takes money, money and more money to become properly equipped for whatever you want to do. I would love to deer hunt but I lack the funds it would take to actually prepare me for the hunt (proper gun, clothing, etc). But its something I have in mind for the future.
Starting out also includes spending money on the wrong thing because you don't have much experience or direction. Hopefully some of the more experienced hunters can weigh in with some useful information.