Well, I was new to pre-war a couple years ago until I came here....It is a very exciting experience to collect cards from a bye-gone era. There are many beautiful cards to look at. I would suggest going to the "Pick up threads" for each month and start looking at card designs, players, $'s, etc. and try to narrow your focus if your budget is limited. The most popular early 20th century is the T206 set b/c there are 500+ players, they are pretty plentiful, and have interesting poses and great color (among other reasons).
You could spend a good few years collecting these cards. There's a ton of other stuff, too. T205 Gold Border (my avatar) is right up there too. Most of these commons cards can be bought for around $25-ish--of course these will be lower grade. Good luck and have fun with it. Here is one of my favorite T206s that I own, it's been fun collecting Pirates (my hometown).
