Any machine you can get your hands on to start. Like a bike...Learn to use it, find out what you like and what you don't. Find out if you even like making gear.
Lots of info on this forum. backpackinglight has a great MYOG forum. Google and youtube are your friends when learning to MYOG.
I started on a europro I 'borrowed' from my mom, it was a beast. It handled way more than it should have and I beat on it until I got to the point that the machine was the limitation to my progression not the skill set I had developed (kinda like a bike).
Then I got a machine that met most of my criteria within my budget (kinda like a bike haha) and have been going strong since. Good Luck!
http://churningbutter.wordpress.com/2013/05/10/tools-of-the-trade-strike-hobby/