Before you buy anything
A few things worth knowing first
Start with a single project, not a stockpile. Embroidery floss comes in 500 DMC colors and the urge to buy 50 of them before you've finished your first piece is real — resist it. Ten coordinating colors from a starter set is more than enough to complete a half-dozen projects and figure out what you actually like.
The hoop is not precious. You will leave it on fabric too long and get a ring mark. You will pull the tension wrong. These are universal beginner experiences, not mistakes. A $4 wooden hoop from a craft store is perfect to start — don't buy anything expensive until you know which size and style suits you.
Fabric matters more than beginners expect. Tightly woven 100% cotton (muslin, quilting cotton) and linen work well. Knits, jersey, and loosely woven fabrics are a hassle until you have experience with stabilizer. When in doubt, quilting cotton from a fabric store is forgiving, inexpensive, and widely available.