If you are first starting out and not completely sure you want to commit to this addictive game, you should either rent clubs at the golf course, or buy a starter set of clubs.
Buying a set of started clubs enables you to become accustomed to them; enabling you to concentrate on your swing instead of wondering how this set of miss-matched clubs you just rented are going to work out.
As you become better at the game, you should invest in a better set