Here is my take.
When starting up, have a specific budget. Listen to others system, borrow gears and audition as much as you can. The more you listen, the more you will learn. As a guide (only), read reviews so that you have an idea on how a specific gear sounds like (warm, neutral, etc). Be careful though as sometimes, the more advice you receive the more confusing it might get for you. For me, my guide is if the person's set-up is something special sonically, then he knows what he is doing and could give meaningful advice.
Once you already have your set-up, be patient. Try to learn and understand the strength and weakness of what you have and further improve from there. It doesn't mean even a very expensive set-up will always sound good for the first time.
And... if you can, be handy with the soldering iron and start doing tweaks or mods on your gears as you might be suprise on how much better they will sound by just a change of a cap or resistor.
Enjoy your journey.