I agree with most of the above. I will add, don't do what I did and buy the cheapest traps just because you don't know if you will like it. Unless you want to "work" on the traps before you ever start. Get MB 550's and be done with it. They sit flat and are a joy to work with compared to the others I have used.
Waxing - I skipped this part and I wish I hadn't. The wax preserves your traps from rust etc but it also keeps scent from soaking into the traps. For instance, I can't catch a coyote to save my life because all of my traps have skunk, ****, possum and cat smells soaked into them. The coyotes dig up the traps and never step in them because they can smell them. Waxing is an important step.
Youtube is your friend if you want to start trapping and don't have someone to teach you. It can be very fun and rewarding but it can get expensive, especially if you have to drive any distance to run your sets. So don't plan on getting rich with fur prices where they are.
Basics of what you need:
Traps
Urine/lure and bottles and qtips for dispensing
5 gal bucket
dirt sifter
role of wire
stakes or heavy wire or light chain to secure traps ( I stake mine, 18"-24" rebar with a nut welded on it so its easier to drive in ground)
trapping shovel, shovel, or something to move dirt
hammer (if you don't get a trapping tool, they have a hammer portion)
That should get you going. There are quite a few online stores where you can order everything you need.
http://oktrapsupply.com/ is one I have used.