1.First you need to start off by getting a light bike you can get average bikes around 25 pounds for around 400$ but there ususally very good. If you really get into they make carbon fiber bmx bikes that way as little as 19 pounds(extremely light)but those get very expensive usually around 1k. After that start by going over some basic ramps and get the feel of things you can get cheap ramps at target or ebay or you can even build them.
2. start with some basic stuff after youve got your ramps such as bunny hops or just getting some air from your ramps. after you know youve mastered that try doing 1 handers and things llike that but be careful falling could end brutally. After that start by doing 360's (make sure you have a big enough jump for that)
3. This is where u really start practicing get a dohboy pool( the blowup ones) and fill with water, then put your ramp up to it and you can practice big tricks such as tail whips and things of that sort.
4. Your a pro :)