Parker, Welcome from North Texas!
There is some great advice in this thread already. Learning to sharpen and when to sharpen will make learning how to turn wood much easier and provide better results right away.
After acquiring the lathe, cutting tools, and sharpening set up, one of the next steps is to have a good chainsaw (or 3). With the chainsaw you are able to acquire all of the domestic species of wood that you can use for the cost of the oil, gas, chains, files to sharpen the chains, and your labor. Free wood is everywhere around us if we open our eyes to it.
The advantage of having all of the domestic wood at your disposal is that it is practically free and provides practice to hone your skills without wasting expensive woods.