Grab one with a key and tie the key to your shoe, or your pants, or headphones, whatever.
What country are you in? I'm in the US and started with the Sparrows Night School set. The Tuxedo is also a great set to start with. You can pick up some good starter locks on Amazon and at Walmart. I would recommend starting with Master 140's and Brinks 4-pin and 5-pin locks and moving up to something like an Abus 55/40 then Abus 72/40 or Master 410 then American 1100, which you will probably have to order from a specialty supplier