Welcome Crimson, I would say pick something easy to start with. There is some gear crossover between the various fields (spirits, cryptids, UFOs) but they all have their own specialty equipment as well. We have spent probably close to ten grand on gear over the years, had I asked questions when I started, as you are, I could have cut that amount in half, easily.
If you are mostly an indoor person, go with spirit investigations. If you like the outdoors, concentrate on cryptids in your area, Bigfoot, or UFOs. For the indoor stuff, start with an EVP recorder and Night Vision camcorder, EMF detector. For outdoors, the NV camera is good but a good binocular is even better. Your own eyes, ears, and other senses are always your best tools no matter what niche you explore.