Buy a dev board with an RP2040 in it, an electronics starter kit (resistors, capacitors, LEDs, diodes, breadboard, breadboard cables, etc.) and start writing some code!

If we're talking Rust, rp-hal is great for starting, and of course Embassy is great too, though maybe Embassy is better for later when you start running into the types of problems that it aims to solve.

rp-hal: https://github.com/rp-rs/rp-hal