With many things, just starting is the first obstacle you must overcome. If you want to forge a knife, you need a forge. If you want to do stock removal, you need something to remove the stock, file, grinder, etc. Both methods require knowledge of the tools you are using which can only come your actually using the tools. Follow all the safety precautions and wear proper eye, ear, and personal body protection. If you do not know, or are unsure, then ask someone. Otherwise you can hurt yourself or others through your lack of knowledge.
Start with any type of mild steel (it is cheap) and practice. Then read, talk with others, take classes etc, and put what you have learned into practice. The more time and effort you invest into learning, followed by the more time and effort you invest into practicing the technique, the better the end product will become. This site will be a great resource of both information and answers as you proceed in your quest.