As a self thought welder, with 30 years experience, I would recommend that you start with a small MIG welder like the Lincoln SP100, with CO2 as the welding gas. As soon as you are making good welds, let your first project be a welder stand that fits the machine with wheels so you can move it easily. MIG welding when the equipment is working properly is about as easy as you can get.
Practice on some scrap, weld, then grind the weld to see how well it penetrated. after an hour of this weld then inspect practice, with wire feed and power adjustments in between, and you should be making some nice welds.
Practice makes perfect, and a night welding class will not hurt.
Mike
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