As others have stated, take it slow and do your homework. I personally don't subscribe to any price guides and feel ebay is the best guide (auction prices not BIN's) Be careful with some of those overpriced Buy-It-Nows on ebay.
I try not to pay to much attention to prices altogether. As long as you have a general sense of the $ range of the stuff you're collecting you should be okay.
Just start out slow and collect what you like at prices you're comfortable with.
Of course if you're buying more for investment purposes, a very strong knowledge on accurate pricing would be more essential.
I would start slow and buy a card or two of a few different players, sets, eras, etc.... and see what you really like. If you're thinking of collecting a set buy a lower end cheaper version so that you can see one in person and decide if that set's for you. Make sure you have fun and don't be scared to take a brake for a while and then come back later.
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