Welcome mojo! I think this is an activity you will enjoy. Yes, you can self-teach yourself, and yes, you can use things like climbing harnesses to try it out. For comfort and safety, however, you will certainly want a proper tree climbing saddle once you decide to stay with it.
I've always thought that tree climbing equipment was a bargain! Your saddle, rope, and ascenders (if you want them) are the only items that will cost into the three digits, and most other items can be had for pocket money! I'm a shameless gear-head, so have all the bells and whistles, and I've invested a fraction of what I spent in my younger days racing motocross and scuba diving. Compared to other activities I've done, the cost of tree gear is most comparable to, say, archery. Even my medium-priced mountain bike and related gear cost more! Best of all, you don't have to continue spending money to play; there are no green fees, no entry fees, no fuel or air to fill up, nothing. This is especially true for someone lucky enough to have their own 20 acre playground!
I have mixed feelings about the cost of instruction. In and of itself, it seems to be more or less comparable to most other types of lessons, clinics, workshops, etc., in which you get the instruction of experts in the field. If you can afford the gear, and if you can afford 20 acres of your own land, then you can likely afford the lessons. If, however, you aren't within a day's drive of the climbing schools, then the cost of getting there, and staying there (or of getting the instructors to you and keeping them there), can be prohibitive. For me, it just isn't feasible at this time, and maybe not for you either.
If you read all you can, practice your knots, and try everything you learn low and slow, you'll be okay. You won't find much material to read at the library or bookstore, but the internet gives lots of access to good stuff. Besides here, try the forums on the Tree Climbers Coalition website, as well as the professional arborists sites like ArborSite and TreeBuzz.
Be careful, and have fun!
Brad