Welcome to the hobby. While looking at the basic concept, begin studying the Technician class amateur radio license as well. In this way, you can make the most of your new interests.
As far as an antenna is concerned, a decent beginner project is a dipole and there are lots of websites to look at to design your first antenna. Its a lot cheaper and a lot more fun to make your own. For the best results spend the time to assemble a good set of ears. If you'cant hear em, you can't listen to em and bgin to get some neat SWL cards from broasdcasters.
For a beginner radio, your pocket book is the biggest variable. You can begin with an inexpensive battery-powered rig. If you've got a bit of spendable cash and know some hams and sw listener enthusiasts, you can pick up a used (but not abused) receiver (such as an Icom or AOR rig) at a hamfest or swap meet. Receivers cost can go from minimal to literally thousands of $ that can make your (and my) eyes bleed. What's your radio budget?
As a personal preference, I like a good quality set of earphones (cans) which can often improve listening quality.
Once again. welcome and start looking at such periodicals as Popular Communications and websites that give you frequency lists etc.
K C 2 P B J
Other useless license information.
List of my out-of-date radios.
Other data that nobody cares about.