Most people cannot afford to go out and buy a set of bagpipes, and would be mad to.
I would suggest learning the pipes in 3 stages; before committing to a full set.
Bb Tin whistle Practice Chanter Practice pipes 'Delux' from Bagpipes Galore
A tin whistle is the cheapest, and easiest way to start off learning tunes if you want to play the bagpipes, in my opinion. That's the way I started off. Now, I know that might not be the conventional way; but I think it's by far the simplest, and I'll tell you why.
The usual way to begin bagpipes is on a 'practice chanter'. This is how fellahs and girls learn in pipe bands etc. under instruction. The practice chanter has the exact same fingering technique, but it has its drawbacks; more than the tin whistle in my opinion.
The trouble with a practice chanter
1,They are more expensive
2, Much harder to blow
3, They take a reed, which can need a bit of tinkering with.
4, Reeds are often very difficult to get 'right'. They need to be made well, you can get hard and soft ones, good and bad ones, cane or plastic, they need to be in the exact position in the chanter etc. etc. etc.
5, Because of the problems you may have with reeds, you might be lost without the help of an instructor, and give up hope.
6, There are some really cheaply, badly made practice chanters out there (mostly made in Asia and sold as 'Scottish')
7, Lastly, a practice chanter just sounds Crap! and you cannot play it with any other instrument. It sounds like a cross between a duck quack, and an elephant trumpeting down its trunk.
On the other hand, A Tin Whistle is...
1, Very inexpensive
2, Pretty much the same fingering (very little in the difference, and you will soon get over it, if you did move on for a set of bagpipes; a bit like a tin whistle player learning the scale on a recorder, flute, or fife.
3, They are very easy to blow, and have a nice mellow sound, which you can play with another instruments.
4, You can get them in a range of keys, so if you like a song or tune on Youtube say, and you can't quite get the key of it - try it on another whistle. The most common keys are D, C, an Bb
Now, there is a drawback when learning bagpipes on a tin whistle. You are missing 2 holes.
A) The thumbhole which gives you the highest note - you get this note by covering all holes on your whistle.
B) The very bottom hole for your little finger, which plays the lowest note. I wouldn't worry a 'hole' lot about it, as it is not used in every tune, and bagpipes are the only wind instrument that seem to have it on their scale. When you hear it, you just know its there, it's missing, and I pretend I'm getting it by putting my little finger down for a second.
Get started, pick up a Bb whistle and join in!
I have compiled a few videos of myself playing along to bagpipe music on my Bb whistle - so you will hear the whistle strongest, but still hear the timing and drumming etc. of the full pipe band in the background.
I have taken 'sets' of well known tunes, and broken them up - playing each tune in the set 3 times, and then the whole thing from start to finish. Practice following along with your whistle. I have devised my own system that really works for me. I learn a tune by following it 9X9. That's 81 times! I listen to it 9 times a day- for 9 days. (The number 9 is magical, and powerful in Celtic mythology) For me, it works like a charm, the first few times it's all very muddled and senseless, but by the end I have it. Everyone is different, I learn by ear.
Scotland the Brave set
Complete set part 1