you can probably buy most of your gear online but skates need to be bought in a hockey shop because you need to be fitted correctly. you don't need top of the line $600 skates but you also don't want cheap $100 skates either. plan to spend at least $250 to $300 on skates for a mid level skate.
also, if you'll be playing hockey in the South you might be able to find a beginner or learn-to-play league. if your base is close to Raleigh-Durham then you will be playing with plenty of people who learned as adults and they won't be laughing at you because they'll remember when they were rank beginners.

good luck!