The actual art of casting a fly is somthing only practice will perfect. If interested, I suggest a quick lesson before attempting too much whether from a friend or a pro. A few basic pointers will save alot of grief.
Many will disagree with this but I suggest buying a $25-50 combo kit (7 weight). Includes rod reel and line. There's no need to spend hundreds on equipment yet. Look for somthing with a floating line, these stay on top of water and are easier to lift in your back-cast. This, and all, lines will require a leader which can be made of flouro or mono. I suggest 4-6lb for now. Lines play the major role in where your fly fishes. Lines are made to float or sink(lead core) or some are hybrids of both like a floating line with a sinking tip where the last few feet of line have lead core but not the rest. Read up on lines before bothering w/ looking at flies because fly choice will depend on which line you have on at the moment. Spools can be switched quickly from sinking to floating,as an example. having multiple spools of diff type lines is what can be as big of an influence on your versatility as your fly choices.
As for those fly choices, you look to the surroundings for fly choices. LIft rocks, scan the weeds, the mud, see what's flying around,...and match that as closely as possible. The "spinnerbait" or the "universal", "work anywhere" fly is a black wooly bugger.
Start off bluegill fishing with small flies till you are at the next level of comfort with the equiptment. The flies for smallies will be a little bigger and a little tougher to throw.
There is lots you need to know, a long cool journey ahead. The best thing you could do right now is get one in your hand and start experimenting. Feel free to re-post w/ other questions as you progress and PM me anytime.
Good luck