Buy some clean steel, eBay is great as you can get a bulk load of stuff :) Ideally also have an angle grinder (assume you do) . As a fellow UK random person who likes welding, I managed to pick up a cheap arc/stick welder and started on that, bought a MIG from a friend for £100 (its weird, has a block of wood in) but run that with argon Co2 and get really good results (from both).   


Realise obvs this was for a laugh but yeah, if you want to learn as a hobbyist don't make it even harder and be sure to learn right :D