Welcome to the topsy-turvy world of golf
You will get good days, great days, bad days, horrible days, but all it takes is one nice shot to bring you back again
With regards your hands being sore, perhaps because its new to you, but could also be you are gripping the club a little too tight, or are hitting down into the mat a little too much. I'm sure this will get better over the next while.
Talking of clubs, depends what you want to spend really. There are lots out there. On the advice of several friends I started (and still use them now) with a brand new set of MD Irons which cost £150. These are apparently very popular with the novice golfer, as they don't cost the earth, yet are really good quality.
I also began with a cheap MD driver, which cost £29 on offer at Nevada Bobs, and have only recently changed to one at £100.
You could spend a fortune, but theres really no need, at least not when you are just starting up.
The only thing I would say is to be careful not to buy something too cheap, as there is a lot of rubbish quality kit out there at the lower end of the price scale.
Once you get the bug though, expect to be emptying your wallet regularly, as it gets expensive pretty quickly. Even with my relatively low budget kit, I have spent £600 on clubs, bag and trolley, it's not long adding up