I started with an entry level saw and watched as many videos on scroll sawing as I could find and I found out about Steve Good's blog and signed up for that. I discovered Gwennette's website and looked at most of there videos on scroll sawing and picked up a lot of tips there. About three months after buying an entry level scroll saw I bought a better one for $350 and I have been using that one since, 21 months.
Where I live in PA we have no local clubs and I didn't know anybody locally that even had a scroll saw. Read as much as you can, watch videos on youtube, don't be afraid to try something different and remember super glue goes a long way in fixing a problem. I have gotten some very useful patterns that others have contributed to this site. I would recommend a book by, Patrick Spielman, "The New scroll Saw Handbook" available from Amazon.