It doesn't have to be expensive to start with. You can build up to the more expensive equipment if you decide to stay with process.
Essential equipment is a vat of some kind - I have a large stockpot that takes about 4 Imperial gallons of milk and will make about a 4lb hard cheese. You'll also need cheesecloth, moulds and followers, a milk thermometer, a press of some kind, storage arrangements (plastic boxes in fridges is a cheap way to start), Calc. Chlor., starter cultures, rennet and salt. A long handled skimmer, palette knife and spoon are also needed. Everything needs to be sterilisable - 1 tsp. domestic bleach to 1 gall. water; rinse well in previously boiled water.
Moulds can be made from anything - yoghurt and cream pots, small and large, with holes drilled into the bottom; flower pots; bread tins with holes drilled; plastic boxes with holes drilled; PVC food-grade drainage pipe, 6" and 4", cut into sections.
Presses can range from plastic containers of water, to simple presses (basically 2 boards with columns at the four corners, with weights placed on the moveable top board), moving up to dutch presses. There are plenty of examples of each on the forum - and how to make them.
Starter cultures can be nothing more than creme fraiche or cultured buttermilk for mesophilic cultures, or yoghurt for thermophilic cultures. It's best to use animal rennet. You'll have variable results from supermarket milk because its homogenised and pasteurised, but you can restore some semblance of real milk to it by adding Calc. Chlor. to the make. Goat Nutrition (online and in the UK has most of the basic cultures, rennets and equipment you'll need).
Later on you could move up to using PH meters. And get yourself some basic books; there are a range on the forum and most will also tell you what equipment you'll need.