I'm not the guy above, but my "unwind" hobbies are all metalworking related (silversmithing / blacksmithing are my primary, but if I can ever save the money up for a bridge-port i'll be doing a lot more welding... So, I'll give you my unsolicited advice!

You've got 3 major types of welding you can learn (I'm going to skip torch welding, most people on HN can't keep a 45 in. tank of acetylene in their 4500$ a month studio apartments. ;D)

Stick welding - this is like the "low level language" of welding. Lots of greybeards recommend it to start with because if you suffer through getting good at it, you'll breeze through all the other weld types. The rig is also the cheapest way to start. You hold some plastic and copper salad tongs with a stick that looks like a sparkler in it. Then you spend ~20 hours trying to strike an arc on steel to get the stick melting without getting your stick stuck. It's a pain in the ass. If your primary goal is gaining non-developer related expertise through practice, get yourself a stick welder, I guess. If you goal is to affix two pieces of metal together, and you don't necessarily want to find a mentor or take a class, ehhh.. I'd skip it.

Mig Welding - The batteries included, jQuery of welding. Greybeards and enthusiasts will often guffaw at it, saying it ruins you as a welder (sound familiar?) while still owning one and using it whenever they put a trailer together. Instead of holding a stick you hold something that looks like a gas pump that feeds wire from a spool in the machine. You pull the trigger on the pump and wire comes out and gets all sparky. Oxygen is the enemy of good welds so you've got two subtype solutions to deal with this: flux core wire and gas. Flux core welds tend to look dirtier, but it's fewer categories of consumables to work with. Get the argon if you want to maintain some level of street cred with the "real" welders. 99% of welders are terrified about being excommunicated from the church of welding by real welders. The last 1% just want to go home and think only of retirement. If you just want to buy a thing and stick metal together, get a Mig welder and some spools of flux core. Also get an angle grinder, because your welds are going to be covered in flux crap. When you get tired of grinding, graduate to shield gas. Most good machines support both.

Tig Welding - This is the cool kid welder. You hold something that looks like it's straight out of a dentist's catalog. It's got a tungsten pencil tip inside a cup. Tungsten gets real hot cup directs shield gas around tungsten, you hold filler rod in your other hand. Filler rod, tig welder, and workpiece meet in a symphony of UV light, stacked dimes and magic. Tig welders are like distributed, containerized microservice developers. Their rigs accrete complication as time goes on. They get foot pedals to control amperage, whammy bars to add that rock flavor, flight sticks they can't even use because their hands are full. It's like spinning plates while chewing bubblegum. If you'd like to be able to turn filler rod into a Norman Rockwell painting, get a tig welder and take a class.

Torch welding. - Okay I've typed this much. Replace the fancy tig torch rig with an acetylene gas torch. Get this setup if you'd like to build a battleship in your backyard.

Here's the one thing that really does piss off the grey-beard welders worth listening to: do not endanger people by doing welds a professional should be doing. Say you get your steal-me-red lincoln electric and you get pretty good at it over a few weekends. Say you even make a nice bird house with it.

Do _NOT_ weld your neighbor's bisected lawnmower blade back together no matter how much he asks you to. Your weld will fail and he will lose his foot. Do _NOT_ weld your neighbor kid's swingset back together. The weld will fail and a kid will end up in the ER. The kid's parents will come find you and try to beat you up. Latch come off someone's chain link fence? Go ahead and weld that if you want. Basically just get a professional involved if a failed weld means injury / death.