Like most things...it depends.
Starting from a bar of steel and grinding out a blade:
Good starter carbon steels can be heat treated with a torch and bucket of ATF with respectable results. Upgrade to O1 tool steel and that method will get you very good results...call it 90% of what the steel is capable of.
Good starter stainless steels like 440C need to be soaked at high temperature in an oxygen deficient atmosphere. Plan on sending your first few out to professional heat treatment shops.
OR, you can buy a pre-shaped and heat treated blade and add your own finish, handle, sheath, etc. Cheap ones can be had from knifemaking stores, better ones can be had from a handful of professionals who sideline in supplying professional grade blade blanks. About half of my blades are from this category...and I started on the knifemaking journey 10 years ago.
Or, if you really like to jump in deep, you can order a bag of iron rich sand, dig some coal, cook it into coke, build a smelter, smelt a bloom of steel, forge it out into bars, evaluate which blooms are high and which are low carbon, layer them, forge and fold a few times...etc. etc. etc. and poof, you have a thousand layers of steel for a sword! Okay, maybe that is not a starter project.
The gist of what I'm saying is the sky is the limit, but I would recommend starting simple and seeing if you like it.
Texas Knife Supply
Jantz Supply
Alpha Knife Supply
Midwest Knifemaker Supply
There are a bunch.
Very helpful link:
http://www.engnath.com/manframe.htm
Very helpful guy, and my preferred source for high end knife blanks in shapes I don't grind:
http://www.customknife.com/