One of the best first steps to do this is to learn it on a simulator, on your computer, using a suitable FPV controller, and USB dongle for the flight sim app.
Basically, a sim is what many FPV pilots start on, I believe from comments around the various FPV forums etc that once you master FPV flight and stick control on the simulator, you move much easier into the real thing.
There are various sims around, a quick search brings up one review site with most listed, and most are free to some extent.
Best FPV drone simulators in 2021
I have FPV.Skydive, the dongle etc, and an Futaba 14SG transmitter, though you can start with a lot simpler / cheaper controller.
Later when ready to fly real life, you need to buy an FPV drone and
goggles.
FPV drones range from tinywhoop types, to acrobatic, through to cinematic longer range aircraft.
Another option is to start with a fairly cost effective, near bombproof tinywhoop FPV drone system, can be bought RTF (ready to fly) with a controller (transmitter) and even the needed
FPV goggles, usually the props have ducting to protect them, and they can take a heck of a beating and continue flying.
If you google FPV drone, you will find enough info to keep you reading for half a lifetime, it really is an section of drone hobby you can immerse into as deep as you want.
YouTube has some wonderful FPV channels with a search there too, some very good pilots channels, as well as some excellent review and tutorial channels.