Cross stitch and embroidery

One thing you could look into is buying a kit, whether online or from a local craft shop. Something quite small would be best, so you can get the satisfaction of completing something and then decide if you enjoyed it or not.

You don't need a ton of stuff to get started, as the other comment says it's really just some fabric, a needle and floss and then some kind of pattern. But buying it as a kit can be good for absolute beginners just for the convenience factor and knowing you've definitely got the right stuff.

I would look around on Etsy for a very simple pattern for your first time trying it! Once you have that it will tell you exactly which floss colors you need to get. Aside from that you just need to get a hoop and some needles and aida cloth which are all pretty inexpensive. I suggest starting with 14 count aida fabric and probably a size 26 needle. As far as brands I would recommend buying DMC branded products at least to start with. They're a little more expensive but will save you a lot of headaches!

Happy stitching!

If you're in the states hit up a Michaels or a Joannes (or whatever your local craft store is). They'll have some little starter kits that should include all of the things you'll need to finish the pattern as well as a pattern you'll hopefully find interesting.