I know my advice is a little late but anyways I'll put in my two cents:
If you haven't been there yet there's a good post on getting started on building your lolita wardrobe in the lolita handbook. It will help you decide what sort of things to get first to make a basic outfit.
And here's an article on buying lolita on a budget, which can be extremely helpful too:
The best thing to do for getting started is too look through brand websites and figure out what you really like and really think is beautiful, and then buy something like it. You can buy directly from brand, or if you're not willing to spend crazy amounts of cash just yet, I would reccomend looking through Qutieland
because the taobao brands have some pretty nice stuff and it's cheaper. You could even look through Bodyline
, which is even cheaper, although some of their stuff isn't the greatest quality so I would reccomend double checking your choices with a more experienced lolita who might sees flaws in the dress you want that you've missed. Once you've chosen a central piece like a dress or a skirt, build an outfit around it. You'll probably have to buy a blouse from an actual lolita store, but as far as socks and accessories go
you can likely find something suitable in your local stores. For shoes, there have been a lot of cute Mary Jane style shoes out lately that would work great for lolita, but if you want something in a less common shoe colour like pink or baby blue or white, ect. you'll probably have to buy those from a lolita store as well.