when I was in your shoes I wanted to load 9mm, 223, 44mag, 45-70, and 38spl. I've been at this a few years now with the great help from the guys on here and as said above start with one caliber for now and once your very comfortable with it then switch. I started with 223 and got bored with it so got all the stuff for 44mag then all the stuff for 9mm. it got very overwhelming trying to juggle all these at once. I'm glad I didn't buy 45-70 and 38 supplies yet cause I haven't loaded 9mm in about a year. 223 is what I shoot most so it gets done first, 44mag is my hunting stuff and it was pretty dumb to buy a bunch of stuff for it to shoot 10rds a year to sight in and deer hunt.
I started with a single stage press and junk equipment and hated it and wish I spent my money a little wiser starting out. being in your situation not too long ago this is what I would have done different.
1) Buy the dies your going to use more, brass, powder, primers and once you are confident in your reloading abilities and have mastered say 223 then purchase dies for the next caliber and all the components and focus primarily on them until comfortable and move onto the next. I tried doing them all at once and it was a little nerve racking.
2) Manuals-buy several of them and if your like me and use Hornady bullets exclusively buy their manual cause I got Lyman manuals and they are more geared to lead and other bullets. Read them about 5 times too. make sure your writing everything down also to keep track of what load works and what doesn't. this will help a lot in the long run.
3) Tools-Don't buy the cheapo Lee de-bur and chamfer stuff its junk and sucks to use. I use this and its cheap to start and works well. It comes with every case prep tool you will ever need and saves the hands from hurting. Also, buy a case checker for the caliber you choose to make sure your sizing them right and its also faster to see if they need trimmed then checking with caliper. buy a decent set of digital calipers too. You can also purchase a lee cutting tool for the case prep centers and thread it onto this tool I linked and it works very well to trim rifle cases.
http://www.cabelas.com/product/Lyman-Case-Care-Kit/1317242.uts?searchPath=/browse.cmd?categoryId=734095080&CQ_search=lyman+case+prep.
4) Press/accessories/scale-I started with a hand me down lee single stage and I hated it so I saved up and got a classic turret, safety prime, lee perfect powder measure for rifle and buy a good scale right off the rip to save you headaches. I use a digital Lyman accu touch and its dead on with check weight every time I use it and its very simple to use and priced right. I like the safety prime because its one less hand held step and I can primer while sizing.
5) Dies-Buy what you can afford. I use rcbs for rifle and lee for everything else and have no issues at all with either companies.
6) Powder/primer/cases-Don't do what I did and want to try every powder available because now I have a couple pounds of powder my rifle doesn't like. If you find one I would run with it to save some sanity and $. In 223rem I prefer benchmark. Its a little expensive but I'm all about maximum accuracy so its worth it to me. If your running an AR, H335 is a good priced right powder. I like CCI primers for rifle and use Sellior and Bellot primers for pistol because they are cheap. Brassbombers.com has very good prices on fully processed 223.5.56 brass. Just size and trim and throw in a case checker and your good to go. if you have some you saved up your GTG just make sure the 5.56 cases don't have crimped primers as its a pain to deal with and you wont be able to prime unless swaging or cutting the crimp out. I like Brassbombers for this as its done for me. Pistol brass I pickup at ranges just make sure its not steel or aluminum or has a step inside them.
7) Pistol stuff-I use a lee auto drum powder measure on my classic turret and a lee factory crimp die and run the turret and crank out 9mm. For this I use hp-38, plated bullets and S&B primers. This is where the safety prime really shines to speed it up and one less step away from the press. Pickup old ammo boxes from the range to store rounds. you can use your barrel as a case gauge to save a little $.
8) Misc-I am OCD like no tomorrow when it comes to this stuff and cant stand the thought of running a dirty case into my dies, rifle, etc so a harbor freight tumbler would work but not needed. I use it more to get case lube off the cases. Oh and get some imperial sizing wax for the rifle rounds. and also some sort of bullet puller. I like the rcbs collet puller. If you ever have a second thought pull that bullet and start over! A loading block also helps a lot too.
If you ever have doubts stop and get on here and ask 1000 questions like I did before you go back at it. this hobby can get a little frustrating at times so keep with it. Also I know I recommended a lot of stuff above but that doesn't mean you should run out and buy that stuff. A single stage will work well, Lee and any other kits will work well. I feel the turret helps with not having to change dies and speeds up pistol when that time comes. I use it as a single stage more than anything and just turn the head by hand when ready. I was just stating what works for me and what was recommended to me. I purchased a lot of cheaper junk and hated it all so I started looking at better stuff to replace the junk.