Before you buy anything
A few things worth knowing first
Find a court before you spend a dollar. Squash requires an indoor four-walled court — you can't improvise one. Many large gyms (Lifetime, Equinox, YMCA, university rec centers) have squash courts. Most standalone squash clubs charge $15-30/hour for court time. Confirm there's a court within 30 minutes of you before buying anything.
Don't buy the double-yellow dot ball yet. Squash balls are color-coded by bounce, and the double-yellow dot — the tournament standard — is designed for long, heated rallies that warm the rubber to its working temperature. As a beginner, your rallies aren't long enough to heat it up, and it'll feel like hitting a rock. Start with a red dot or single yellow dot (more bounce, far more usable on cold courts).
Eye protection is strongly recommended and required at most clubs and all tournaments. The squash ball hits harder than most beginners expect, and your opponent's racquet backswing is always nearby in the confined court. ASTM F803-rated eye guards cost about $20 and prevent the kind of injuries that end seasons.