Kate,
Well it depends on the park you are trading at... DLR is different than WDW. But the main thing is that the pin must be metal and have the Disney copyright on it. Most copyrights are on the back but some are on the front. Also it is easier to start out trading with the Cast Members. Those that are trading will be wearing lanyards. They will have a few pin carts around the parks where you can get pins to trade as well as a few online sites that sell them. As far as expensive... Yup it can be... It can also be done just to have fun and meet others. It is one of those hobbies that what you put in to it is what you will get out of it. I hope you have a blast starting out and if you have more questions please ask them...