Welcome!
I would start by thinking about what era you would like to collect. 19th century, deadball era, 20's, 30's, etc.
Read up some good books like "Glory of their Times", and many other great baseball books out there. Recently published "Mint Condition" is a great read on the hobby.
Many start with the T206 set, though few finish it, you can try a subset to make it more realistic and within your budget. I would also suggest the T205 set or some caramel card issues. Most of all, just have fun!
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