Don't let the whole thing scare you off. This is a pretty unusual situation. I highly recommend a kit to get started, just to save you the hassle of mixing everything yourself. What a basic palladium kit should contain (and the bottles will be labeled):
Ferric oxalate #1 (or A)
Ferric oxalate #2 (or B) - (if you order from B&S, specify the #2 solution for PLATINUM instead of palladium - it contains a lower percentage potassium chlorate)
Palladium solution #3 (sodium tetrachloropalladate)
Ammonium citrate or potassium oxalate developer
Some clearing agent(s):
EDTA clearing agent or
Citric acid or
kodak hypoclear (or mix your own 1 tbsp sodium sulfite, 1 tbsp EDTA, 1/4 tsp sodium metabisulfite per liter of water)
I personally use clearing bath #1 with citric acid, and the next two baths of Kodak HCA.
That is all you need to have in the kit or order separately.
One of the first things you will have to overcome is the tendency to fixate on how 'precious' all of this chemistry is,which can be to the detriment of learning how to make a good print. Just accept the fact that you will make some mistakes while learning, and that 'close' is not the same as 'right'. To that end, if you are serious about learning the process, I would bite the bullet and purchase 100ml of the palladium metal solution, and 4 25ml dry packs of the ferric oxalate. That way you can mix up the ferric oxalate fresh more frequently and maintain some consistency in the sensitizer mix.
I would also decide on what sort of image color you prefer, and buy the right developer for that. You will find that most longtime printers eventually just settle on potassium oxalate, but certainly ammonium citrate will work also.