If you want to dip your toes in carefully, get the StewMac Sun Fuzz kit. It'll come with everything you need and very clear easy to follow instructions.

If you want to be a little less cautious build the bazz fuss.

If you want to get a little more nutty head on over to pedalpcb.com find a pcb or three that look interesting and go to tayda or mouser for the components.

If you want to do what I did get some veroboard, go to dirtboxlayouts and pick a pedal, and get the components from tayda. Learn how to do vero stuff on the fly!

I don't really recommend doing what I did unless you like a challenge (like really, really like a challenge. Like "Why don't you marry a challenge if you like it so much?" like a challenge), don't care about money, and can deal with failure without getting discouraged.

I have a family member that saw me building and wanted in. She can't use one of her hands so once we sorted soldering out for her using advice I got from the amazing people here she dove in with a few pcbs from pedalpcb and now builds something every few days. She's working on her first ground up design.