I know this is kinda late, but I really hope this would help other beginner.
There are several tips I want to contribute:
Gear - My advice on this is do not go with the cheapest options but I would strongly advise against spending a ton on your beginner gear. Buy a Rod/Reel/Gear package from Cabelas or Scientific Anglers or something to get into the sport. If you find out you love it, this can be your backup rig or a rig available for a friend that you try to get into fly fishing. It will get use forever.

Flies - For flies, check out your local fly shop (probably asking around). The flies are much higher quality. I go through flies pretty quickly so I buy a ton of little nymphs that I use a lot. For those, I get them in bulk from theflystop or similar stores.
When you first start out, you have no idea what flies to use, what they are called, or how to pick them out. Here are my tips on the essentials for starting out.

Fishing on a River - I had no idea how to do this when I started. With lakes, I knew where fish would be located. I had no idea for a river. I suggest starting on smaller rivers, since it is a bit easier to wrap your mind around. Fish like structure on rivers, just like they do on a lake. They want to be able to be where food will pass them but where it does not require a lot of effort to swim. Think behind rocks or where slower water meets up with faster water. These are the areas you want to send your fly. Fish also like structure like undercut banks. Study the river and look for the seams where water moving at different speeds meet, where rocks underwater might break the current, and where you can see "pools," or deeper and stiller water. Those are the easiest to spot when you first start fly fishing and almost always contain fish.

LEARN HOW TO TIE KNOTS - Tying knots takes up half your time when you start fly fishing. I basically only use two knots. I use a double surgeon's knot to tie my tippet to my leader. It is an extremely easy knot to tie. I then use the improved cinch knot to tie my fly to tippet/leader and to tie my droppers to the lead fly. I use these two so I can tie them faster and get efficient. They work well for me.