You want to pick up a practice chanter and stick with that for six months to a year first. Let me give you a link to a perfectly fine chanter:
http://www.amazon.com/Gibson-Standard-Poly-Practice-Chanter/dp/B00888LO7O/ref=sr_1_1?ie=UTF8&qid=1376711080&sr=8-1&keywords=practice+chanter
The chanter is the part of the bagpipe where you do all the finger work. This little guy lets you blow it like a recorder or clarinet and learn piping fingering. Next, you need an instructor. Plain and simple, this little nine note instrument is one of the hardest to play. You need an instructor. He/she is going to teach you the scale and then start you with basic embellishments. This is going to drive you crazy and you will want to start playing tunes.
Listen to your instructor!
Learn your doublings, triplings, burls, taorluaths, tachums, etc. These are what piping is about. There is no way to have silence between notes, as the air supply is constantly flowing over the reads, so it is these embellishments we use for phrasing.
A stand (that's what a set or pipes are technically named) of pipes are not cheap. You can get into respectable ones for 1-2k, some used for maybe a little less. I had a stand made by Naill for me, what's called "half mounted" in engraved silver. It's not all silver finished as I liked the imitation ivory mounts for counterpoint, but the ring caps, ferrules, and tuning slides are all engraved silver (Celtic Dragon pattern). These pipes will survive me and I paid 4k for them 12 years ago, replacements would be about 7k now.
Hope this helps! Slainte Mhath!
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