Until you develop a sense of your style and needs, start with a basic, inexpensive drum set. A good set to get you started should include a bass drum and pedal with mounted tom drum, floor tom drum, snare drum and stand, hi-hat stand with cymbals, a crash-ride cymbal with stand and a stool (a.k.a drummer's throne). You will also need sticks and a drum key to tune the drum heads. As you develop the need, you can add other pieces to your set.
The best way to start the learning process is to dive right in. Put on your favorite music and start banging away. You won't sound like the CD right away, but it's a great way to familiarize yourself with the drums. Although you're only playing around at this point, you will start to discover how to adjust the setup of the drums to fit your style and needs. You can adjust the height of the stool, snare drum and hi-hat, move the cymbals around and tweak the angle of the tom and floor tom until you are completely comfortable with the setup. Every drummer develops a specific setup that is unique to him.
When you've gotten the bugs out of the setup and worked out your stress and inhibitions, it's time to get serious about teaching yourself to play drums. The best way to start is by picking up some basic drum method books at your local music store or from an Internet retailer. The Mel Bay company has produced great instructional books for more than 50 years and offers a wide range of drum instruction books and CD's. You can also find many lesson outlets online, which offer instruction in many different styles. Start by learning drum rudiments, also known as "stickings," which are simply patterns played with your hands. You should also work on basic beats and rhythms to build up your stamina, concentration, touch and, most importantly, timing. Continue by listening to or watching professional drummers to pick up tricks and tips from their performances.
When you have built up a base of knowledge and confidence, consider stepping out of the house and into the musical world. There is really no better way to learn an instrument than to play with other musicians and hone your craft. Look for other musicians in your neighborhood, school or at work. Get some of them together and take a shot at playing some basic tunes. This will help you make the adjustment from playing in your bedroom to performing in front of others, as well as helping you to fine-tune the lessons you learned on your own.