Hi, Eric,
I'll go with Trev on this one, get some knot free pine from a salvage yard, the bits they throw away or burn, check for nails and other stuff that shouldn't be there, get it on the lathe and practice your cutting skills. Keep cutting coves and beads, some with shoulders some without just to get the feel of the tools and what they can do.
Soft wood is less forgiving than hardwood, so it will teach you to be gentler with the tools and it is also harder to get a fine finish, then, when you can get a decent finish on the softwood look for some sycamore to start making things with.
Keith Rowley's book is excellent, there is also a video that goes with it, well worth the money. Look on
EBAY AUCTIONS type in woodturning and there's usually one of his books on there.
Trev also mentioned that buying a lathe is only the tip of the iceberg, it is, but, before you rush out and buy all manner of different tools stick to the basic ones and get used to them. I have a David Ellesworth signature gouge on test from Crown Tools, with this I can turn a large bowl or platter from start to finish, you will often see turners workshops with lots of different tools, most of them used once then put in a rack to be forgotten. Buying lots of expensive tools often turns them into someone else's bargains when you come to sell them.
Most of all, enjoy what you do.
CC