This is something that I have a bit of experience with but it is just my opinion and worth just about that much. I have been playing at welding for 20 years or so ... trying to teach myself. My brother-in-law Ray was the same way. His father (my father-in-law) learned how to weld by himself over the years and he taught both of us to weld as well. After 20 years I had to admit to myself that the one thing I got really good at over time was bubble gum welding. Not what you would call the best at all.
Last spring I finally got to attend Welding 1 at our local community college. This was the same course Ray took about 10 years ago and the one I have been wanting to take for since 04, Life got in the way. Anyways I finally got to take it. Boy do I ever wish that I had taken it earlier. Would have kept me from learning a lot of bad habits that I had to really work hard at and still do to keep out of my welding. The course was only 30 hours -- evenings -- ten weeks, but it was the best investment I had made in a very long time on something educational.
I can now weld properly because I was taught properly by an experienced welder/instructor who had almost 35 years experience in welding from the North Sea to Nuc plants to building Naval Vessels. He was good. He taught us the basics of welding and the things we needed to know before we could practice. Then he made us practice -- a lot. I even got to practice on a project that I needed:Wood Splitter Storage Bracket - Part 1
This bracket is properly welded and will definitely support the splitter (has now for months). I was able to do this because I was taught how to weld properly including understanding using the proper heat and penetration which are two of the most important aspects to a good weld.
Can one learn to weld at home. Yes .. but it isn't nearly as efficacious as having instructions from a pro. If you have access to a community college/trade school/ag program etc., I would encourage you to take the course. You will not regret it and you will be a better welder from the get go. This is one area where a proper course is the most effective.
Materials you would need for a course or to learn at home:
old leathers -- jacket etc. to keep sparks off of you. Leather work apron would help.
Long sleeve shirts
Beanie or other suitable head covering
Welding helmet (for mig, stick and tig) Welding goggles for oxy-acetylene.
My preference (I have both old and new style welding helmets) is the new auto darkening helmets. Ray has a $1,200.00 one and I have one I got on sale a princess auto for around $50.00 or so.... I would never buy anything other than an auto-darkening helment Auto-Darkening Welding Helmets at Harbor FreightAdjustable Shade Auto-Darkening Welding Helmet