I use a piece of I-beam that I found in my garage when I moved in. Rings like all get out but gets the job done. Just about anything heavy, solid, flat, and preferably metal will pass for a first anvil. From what I've heard Japanese sword makers still use a block of steel sitting on the ground as their anvil, viking smiths used a big flat rock. There are several very good books on how to start making knives I've read the $50 Knife Shop there is one that many of the other folks here recommend, but for the life of me I can't remember the name of it. As to steel I use anything that was made of tool or spring steel. Lawn mower blades, plow tines, leaf-springs, coil springs, and if you have energy to burn solid axle shafts(usually better to save those for hammers later on.)