For a newbie I would recommend starting off a little more simple than forges, anvils, hammers, etc....
Not only are you looking at a considerable investmestment money wise (just a halfway decent anvil and a hammer or two can run you several hundred dollars or more)
Granted, there are guys that get started for considerably less I'm sure, but the other side of the coin in the learning curve and the effort involved. Not that it isn't worth it in the end, but to start out from scratch this way may end up leaving you rather discouraged and put off from making your own knives.
I'd look at starting with a couple of simple stock removal blades and going from there. You can get started with anything from $20 worth of files and sandpaper, a 1x30 table top belt sander, or a full blown 2x72 belt grinder.
Start off with a simple steel and some simple materials, make a simple design, and see how you like it.
Expand from there and you'll undoubtedly start off with a lot more confidence and have a lot more fun.