You've come to the right place. First do a lot of research, there is a lot of info on this site in the form of articles people have published and previous posts. There are also a bunch of books on general aquaium care. Try to learn as much as possible before you start as it will save you a lot of headaches and money in the long run.
You should start by reading everything on this site... Start with the articles at the top of the page (under the Tonmo.com logo). Visit local aquariums (see if you can volunteer in the husbandry department). Find a good local fish store that can give you advice on what you need to set up and maintain an aquarium. Lastly, you will need to be patient because setting up and maintaining an aquarium takes time and money.
hi welcome i have i dwarf octo probably the most easy type to keep. the get about 7 inches and live to be 6 monthes to 1 year. my advise get a dwarf octo but im barley an aqua artist so my info is not very acurate. i feed mine octo 4 times a week another thing there good becouse u can keep a full grown one in a 20 gal. hope that helps any other questions ask me (@:
You should definitely get involved with you local marine aquarium society if you have one. The members will help you get familiar with the equipment, and probably sell you used equipment, including aquarium relatively cheap.
If you don't have a local marine aquarium society, make sure whatever fish store you go to has knowledgeable employees that can give good advice, and not just "Good salesmen".
Like the others said, prepare to spend a lot of money! Your setup will be the greatest expense, but in the long run, will be very rewarding. The best thing you can do in this hobby is BE PATIENT!