I'm like you. I want to do something and I just dive in and do it. However, sometimes it is better to learn another way, and this is one of them.
Basic welding is easy, once you know what you're doing. However, if you don't take precautions you can end up with some pretty nasty burns, not just to your hands but to your eyes also. ARC welding uses electricity to "melt" the metals, and the light, if looked directly at, can burn your eyes badly. Gas welding can be dangerous due to the nature of the gas, very flammable. Even the basic way of holding the torch can cause problems and it is easier if you have a "teacher" to show you how and explain the risks. This really isn't that hard, but like chemistry, the wrong things together can go "boom."
I was lucky. My uncle was employed as a "body man" in a car dealership. Later on, he opened his own shop to do that stuff. All I had to do was hang around and I ended up working. Welding was one of the skills I picked up. If you have family like this, you can learn for free. If not, try taking classes in school or college. This way you have little expense and a wealth of knowledge to learn from. Since 9/11, having some of the equipment to weld with could be illegal, and in the wrong areas is is anyway. Fire hazards are just one small issue to worry with. There are also ventilation issues with the fumes. Even melting lead for reloading is dangerous if you don't know what you're doing.
What you can do is start reading about it. Some of the more advanced parts can take time to learn, so the more time you have the better. Also, it could help you land a job working in the field, if they will teach you while you work.
Just check around and see what you can find. Most people see jobs as a way to earn money, but the smart ones learn and earn, making it pay off in more ways than one.