Found this fun video for someone just learning
Here is one on how to make a needle felted pumpkin
This is an informative video on wool
and here is a how to instructional on needle felting basics http://knitting.about.com/od/felting/ss/needle-felting.htm
In my opinion, there is no need to get alot of money involved in supplies. I have learned a perfect base to work on is a thick foam piece-find a reclaimed one, or purchase one in the craft section. This is so much cheaper than the "special" foam they sell just for needle felting, and can be as large as you want it to be too.
I started out with a single needle and I really like it the best so far. I found a good price for them at the Woolery
and for the wool sometimes you can buy little bags of it at garage sales or resale shops, craft fairs can be a good place, also there are lots of choices over on etsy-just put in needle felting in the supplies category.
I ran into this site http://www.needlefeltingfans.com/ with lots of information and links too.
So go have some fun with needle felting