I started playing at 18...and I just joined my first beer league at 20. I didn't take any classes or anything like that, self taught, but I did skate rollerblades in parking lot hockey for a while before I moved up to ice.
Get
skates that fit and fit well, first and foremost. Each brand has different molds and will fit your feet differently, take a day, walk into the hockey store tell them what you're doing, get sized up and try every skate on that you can. It might take a while but it'll be worth it for your maximum comfort and performance.
Shin pads, make sure that they're the right size length wise, consider that the top of your skates will be right around the bottom of the shin pad. I put my shin pads over the tongues of my skates so I got longer ones, but that is personal preference. I bought $30 shin pads and they've done everything I'd ever want them to do for me in rec league.
Obviously you're going to need a cup. You can go old school jock strap type or you can get the jock shorts that some companies are making now that include the Velcro tabs to hold up your hockey socks and everything.
Pants, I skimped on pants too. I don't remember how much they were but they're CCM and they were pretty cheap. I like them, but they may suck compared to really good pants, I don't know.
Shoulder pads. Some might say you might not need them if you're going to be in a non-checking league but I bought them and wear them every game. A little more protection can't hurt in my opinion.
Elbow pads are probably going to be important since you're going to fall...a lot. make sure there is some good, solid plastic between your elbow and the ice but you also want a lot of cushion on the inside too so that you don't get that numbed up funny bone feeling every time you fall.
Helmet,
DO NOT SKIMP ON YOUR HELMET. It may be tempting to buy the $30 helmet, but your brain is the most important thing on the ice and the more expensive helmets have better padding, buy a good helmet...ice is hard. You can get them with a full cage if you want or a visor, whatever you like and think you'll need. Look around.
Gloves. You want some gloves with a locked thumb most every pair I've seen has that. you want some good padding on top but you probably don't need top of the line gloves either, hopefully you wont have a bunch of people slashing you. You want to make sure that your wrist has good mobility and that they're comfortable for you. Grab a stick and hold it in the gloves, make sure the palms are comfortable. You don't want your finger tips to touch the very end of the glove ideally, but if you happen to have crazy long, ET fingers like me, you wont have a choice.
Buy a
practice jersey, two if you can afford it, one light and one dark so that it will be easier to make up teams at open hockey.
Buy a
hockey bag, I wouldn't go any smaller than 32" for an adult player, I have a 32" and I can fit all my stuff in there but it's like a game of Tetris.
Buy a pair of socks and a roll of shin pad tape and a roll of stick tape. You'll obviously need a hockey stick, two preferably, in case one breaks at the rink. Buy a puck or two for yourself as well. You want to spend the most on your skates and helmet.
Make sure that everything you buy is comfortable for you and have fun! Take your time learning and don't be intimidated by other players. I found that paying attention to players on TV or YouTube and the mechanics of the way they do things like skate and shoot was very helpful for me personally. Good luck!