Assuming you live somewhere with access to cliffs less than 30m, you can start out "top-roping". All you need is: a 60m climbing rope, a lot of webbing(slings) and 3 or 4 locking carabiners. In addition you each need: a harness, pear-shaped locking carabiner, belay device, climbing shoes, chalkbag, helmet (optional but reccomended).
Also a good book on climbing! I would still try to find an experienced climber to take you out at least your first few times.
Top-roping will provide you will tons of climbing fun, and from there you can buy more gear for leading, once you are ready to lead which comes with lots of top-roping.
If the cliffs are 60m you can tie two ropes together, but it helps to have a third person to pass the knot, or a big hill to back down.
If you are in the mountains, you gotta start trad climbing (leading). Find an experienced climber and second or "clean" his routes. This is an apprenticeship because you learn how the gear is used safely. You and your friend would do well to find seprate apprenticeships. Note that you can't learn about safe climbing and gear in a gym.
Read, read, read!!