The most important thing to this hobby is to figure out EARLY on what kinds of pins you want to collect...and try to stick with that theme. You may end up with multiple themes, and that's ok too, but know what you want and try to stick to something, or you will find yourself quickly overwhelmed. A good source of all pins out there is pinpics.com.
Some themes might be a particular character, or a particular attraction. O maybe a character, but only when depicted a certain way - i.e. Angry Donald, etc.
Trust me, you want to make a list of what you like, and go from there. Pins are like little jewels, and they will call your name from each and every lanyard...
Buying rack pins at $6.95 a piece to trade away really adds up quickly - especially if you get carried away! If you want to trade more than a couple while in WDW, you can buy starter or booster sets from any of the pin trading locations.
And don't rule out trading with others - they don't HAVE to trade like the CM's do, but it's fun and a good way to meet people.
Above all, like the previous poster said, have fun.