Hi and welcome abroad,
There will be many different opinions offered on a start up set. I will leave those suggestions to the group (they will be along shortly) and you will have to be the judge of what you go with. What I can tell you is that for 4 - $500 you can do very well for yourself if you shop smart. You ought to be ale to get a pair of waders in there too if you are careful with your money.
As for learning, if you are operating on a budget then taking classes may be off the list but you should look into joining your local TU (Trout Unlimited) chapter. There will be someone there who no doubt will have a little time to help you along with casting lessons. If that is not available I recommend reading up on the cast, then practicing until you have a pretty good understanding and ability. There is much to learn, you better get busy.
Good luck and I hope you enjoy yourself,