I agree with Dwight, a club is extremely valuable. If you list where you live in your profile someone may know of resources in your area. Both of the clubs I attend have people willing to help. I often have new wood turners in my shop, for example, these two vet students at their second lesson (1st lesson is an intro to spindle turning and the skew chisel):
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You can learn so much from watching and asking questions and getting feedback. That said, I learned woodturning primarily from books, especially two: Fundamentals of Woodturning by Mike Darlow and Turning Wood by Richard Raffan. I have many others, but I like these two so much I keep extra copies to loan to new turners. To me books are SO much more complete and useful than videos or even full DVDs produced by the same person who wrote the book.
YouTube is great and awful. There are many good turners and videos and maybe more horrible videos that teach bad technique and unsafe practices. AAW (American Association of Woodturners) has a growing compilation of videos they have checked for quality and safety issues.
http://aawvideosource.org/ and click "Continue to Library" to the right. The web page and user interface leaves a lot to be desired but the videos are good. The AAW is good to join as well an has a lot of resources.
Do you have a lathe now? Most woodturners, including me, buy the wrong lathe at first then upgrade it later. The problem is when starting out no one knows enough about what they want to do and the best way to approach it. For that reason, taking more classes and attending lots of demos is a good way to start.
If you happen to live near East TN or find your self driving through, I'm not far from Knoxville. I have multiple lathes and a shop with heat and air.
I have plenty of wood. Cost for sessions and lessons is zero. (I do this for fun!) I have a few (very few) photo in an album here if you are interested to see a few things I like to turn.
Above all, don't hesitate to ask any question here! This web site (and others) has a critical mass of experience, creativity, and helpful people.
JKJ