I'm also relatively new to golf, and need to work on my game.
My first set of golf clubs was from Costco... $249.99 for a set of irons, plus 2 woods, a putter, and a driver. That got me started to learn the basics of the game, but after a few years, I started seeing what I liked and didn't like about those clubs. You'll eventually learn things like your swing speed, your individual swing style, whether you are a player that wishes that he had more wedges or more woods, and what kind of putter you like (blade or mallet). Nice way to get started without spending a fortune.
After that, I moved on to a set of nicer clubs with a shaft and "forgiveness" that matched my progression. I switched the putter to a mallet (which I prefer), got a few hybrids, and added several wedges to my bag. I bought entirely from Pinemeadowgolf.com, which has incredible deals on cloned golf clubs (different than "fake" or "knock-off" golf clubs). I bought my set of irons new, but bought my wedges, putter, and woods used. I spent a total of $300 for a set of new clubs that match my skill level.
After I get good enough to outgrow that set of clubs, then I might consider dropping the $1000+ on a set of "real" golf clubs. But I can definitely say from personal experience through the 2 sets of clubs that I have owned that you do not need to spend several hundreds of dollars on equipment to enjoy the game.