All you need to begin to weave is a wooden frame (stretcher bars from an art store work), something for warp, and something for weft. Wrap the warp in a figure eight pattern alternating around two ends of the frame. Start putting in weft yarn by going over and under the warp threads using either your fingers or a big needle. Tap the weft into place with the needle or a plastic fork. When you complete the weaving, leave enough warp at each end to tie over hand knots in pairs of warp threads for fringe.
If you like that process, then you can ease onto the slippery slope of more sophisticated looms. Weaving doesn't have to be intimidating or expensive. Some of my favorite pieces were done with grass and pine needles on forked branches I found on hikes. I spend an hour or so sitting on the ground weaving these little pieces, then hang them in a tree and walk away.
Warping a Navajo loom is a peaceful process. Once started, you can't stop, though, and I make sure that folks know I'm out of reach for the duration. That's part of what makes it so peaceful. One of the things I like about this method of weaving is that the finish work is done first- no ends to tie off or weave back into the rug/saddle blanket/etc.
I teach beginning classes using a square wooden frame with notches cut into two sides to loop warp around. It's a nice simple loom. My husband makes them. The last batch was made from scraps of cherry he had laying around from a building project he did for a client a few years ago. The previous batch was made from alder, I think. I've also seen frame looms with little nails for holding warp, but the nails weaken the wood and sometimes split it, so I'm not as fond of those. If I could figure out how to post photos, I'd provide some illustrations.