Read the Dummies Guide.
One small tip, don't use Argon for mild steel....
check out you tube for mig welding examples, this helped a lot, also you will need to research mig welders to get the best one for your money. Gas is expensive but in the end if you have a lot of work over a couple of years it will pay for itself. I used a full bottle of argon gas from Adams hobby gas. this included my testing. If you are seriouse about having a go, get a clear welding ask from ebay. this makes life a lot easyer
good luck
why?One small tip, don't use Argon for mild steel....