Arc Welding can be dangerous if not done properly. Without a good welding mask, you risk permanent damage to your eyes, you could be blinded. Burns without proper leathers on to protect skin can be very severe. Without excellent ventilation, using an exhaust fan to remove particles from the air, you can cause long-term long damage (or immediate, severe poisoning, if for example you used an improper, treated metal.)
I love to weld, I'm a sculptor, but I'm only a beginner, and would never attempt my own set-up, I only weld under the supervision of licensed professionals - I take classes through my uni. They also provide all the safety equipment, fans, and screens - have you looked into the cost of all that?
I don't mean to discourage you, it's a fantastic skill and it's great you're passionate and want to do it, but if I was your mum I would tell you the same. Check for metalwork and sculpture classes, you may find some courses that teach welding in a supervised setting which aren't aimed at professionals.