Google Homebrew Starter Kit and you'll get loads of kits to buy to start out. We got something like the Deluxe set on
http://www.northernbrewer.com/starterkits.html, but you'll have to buy a 5 gal brew pot or 7-10 if you plan on getting more advanced. Ales are generally easy because they ferment at the correct temperature in most basements. The only difference is lagers have to be fermented colder and take longer to ferment because of the strain of yeast. Usually a basement or a closet will work fine for fermenting, but since you're in Sweden it might get a bit cold for Ales, so a carboy belt would be perfect to keep your temperature good for fermenting.
Also, when you start, the best is to go with kits where all the ingredients are picked for you and all you have to do it boil it, put it in a carboy, then bottle. The big trick is to stay super clean and sanitize everything.
I'd highly recommend buying
The Complete Joy of Homebrewing by Charlie Papazian. It's perfect for the beginning, intermediate and advanced brewer.
Also, I've heard the Scandinavian countries are kicking ass at homebrewing because the price of alcohol is so expensive. You can also join a local homebrewing club. A bottle of Nogne and Mikkeller run 8-9 dollars here, so it makes sense.