Great question! I would start by attending an agility trial without your dog, to see how the ‘pros’ do it, or look for an instructor in the area using googility.com. That site has resources to find local trainers and trials – it’s great!
I would also purchase an agility in a bag set to get started on! The Agility in a Bag has a little bit of everything, won’t break the bank, or your back. I love that I can store it in a closet or the trunk of my car, but when I put it up, it’s a miniature course!