Well, a lot of what I'd usually say has been covered here. Especially the fact that a pretty weld isn't always a good one, but an ugly weld is almost always a bad one. I'll also say take a class. I did. Best $65 I've ever spent. Do this BEFORE you invest in a welder and gear. You may find you just don't have the knack. Some people, no matter how practiced, just shouldn't be allowed to weld. That's my opinion.
What I can add is this: Don't waste your money on a bargain helmet. Your basic $25 Jackson is a good investment until you get serious and start looking longingly at auto-darks. Skip the Horrible Freight ads and go to your local welding shop and try some on there. Find one you're comfortable with, with a good viewing window, and don't be afraid of the price. Your eyes are worth it.
Get as comfortable as possible before starting your arc. Supporting your body and arms isn't cheating, it's good welding. Sometimes you can't, and you have to practice for that, but if you can, do it. You're not trying to be a tough guy here, you're welding.
Take pride in your work. NEVER settle for "good enough." Keep reading and researching, and learn everything you can to make yourself a better welder. Even if you're a hobbyist, it'll come in handy some day. Learn a little about metallurgy. Figure out why that little crater at the end of your bead is a bad thing. And don't be afraid to grind it out and try again. Everybody has to occasionally. There's no shame in it, but it's enough of a pain that you'll try harder next time.
There's a lot of great advice in this thread, coming from some very accomplished welders. I hope I was able to help. Have fun with it, and don't be afraid to ask anyone for help.