ask yourself again
what you want to weld
what material you want to weld

no need to go course unless you seeking for certification to work in marine / oil&gas

the best way & cheap to learn is get yourself electrical welding at hardware shop ... if not mistaken about RM1xx for fanless welding box

easiest will be CO2 but machine n gas tank will cost you around 3k

if you looking for precise & small welding, argon welding will be the best but expensive

remember always always have SAFETY googles & gloves