Wow, lots of questions. Welcome to the sport. It's probably the worst mistake you ever made, but you'll have fun anyway. You'll get lots of opinions, but here are mine:
Sign up for a class. I think it's good to get some formal instruction from someone who knows what they're talking about to get you going. I think the pool is a great place to start to familiarize yourself with equipment, the wet exit, and learn how to roll. It's a great idea to get a solid roll as soon as possible, but you can start getting out on the water almost anytime as long as you go to areas that are safe for beginners. Play parks are usually good places to learn.
Yes, the sport is expensive. You can probably get a decent beginner step up reasonably priced if you buy used. I think buying used to begin with is a great idea. You'll save a lot of money. I recommend a river running playboat design as your first boat. CKS has a good page of info here:
INTERESTED IN LEARNING TO KAYAK?
Also check out the Colorado Whitewater Association (CWWA). They're a good resource for beginners and you can probably find people willing to teach you through their classes and river trips. There's also a site Kayaking Information
that is geared towards beginner boaters.
Hope that helps.