I'm going to differ a bit on this, but with an important qualification.
If you experiment with something cheap and less robust/versatile than something like an Alien Bee (or better), and if you like the results, you will almost certainly end up buying something better eventually, so it probably is wise to get something good at the beginning.
That being said, I do see some really cheap prices on used, cheaper equipment here on Craigslist. If you go that route, you might be able to learn what you need without investing too much up front. And there probably be at least parts of your original purchase that you can incorporate into a better kit later.