If you're poor, here's a thought:
-Invest in a book by Frank Zane. He was a body-builder (Mr. Olympia) back in Swarzenegger's day but his book has a complete plan for workouts using all major muscle groups (he also teaches and emphasizes the importance of stretching each muscle group during rest breaks);
-As a poster mentioned, your muscles will burn even with a light start (as should be). As time passes you'll get used to this and, believe me, you'll even SEEK it. In fact, you'll reach peaks where you just can't get that burn, and you've got to change your workout to stress the muscles in a new way to get it;
-Supplements should consist of daily vitamins (nothing special) and, after your routine gets "routine", amino acids;
-Diet is important, but for you (if you're a meat and potatos guy) eat well. Either eat 2 hours before a workout or an hour after, as your body adjusts, you'll find when it's most comfortable [for you] to eat;
-Cardio workouts are IMPORTANT. Don;t think you can just lift weights and bulk up, your muscles need oxygen in order to repair themselves after each workout. If you haven't a cardio plan worked into your routine, you'll peak and reach a plateau before too long;
-If you have free weights, use them. If you join a gym that has machines and free weights, use the Free Weights as often as possible. Use the machines only when you can't accomplish a task with free weights (i.e. Lat pull-downs, squats (for safety), etc)
-Don't expect to gain muscle quickly and don;t expect massive gains. If you're skinny, you might be a small-framed person. Be realistic, genetics has everything to do with body-building. That said, don't give up. You'll be gaining muscle and size and you won;t even see it. People who haven't seen you in 6 or 8 months WILL see it. Be consistent, don;t skip your routines... at least, not often. Your gains will be dependant on your committment to your program.
-Heavy weights build larger muscle; lighter weights (with higher repetitions) will tone the muscle you've built. This is why a program is so important. You'll lift heavy with low reps to build, and the program will tell you when to "tone" what you've gained with higher reps. Then, you'll go back to building more.
-Eat right, do cardio exercizes, use free weights, take standard vitamins, seek the burn, be realistic about your muscle gains, and stick to your program.
Good luck
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DON'T BE SCARED
-Stretch