I've been collecting Disney pins since 1999, so I've been doing it for a while and can offer some "been there, done that" tips.
My biggest advice to you is to collect what you like. Pins that are "hot" change often. It's really silly to follow these trends, spend a lot of money on designs you don't particularly like, and then have the market crash and you be stuck with pins you hate.
Even the "Hidden Mickey" collection as the CM lanyard exclusives are now called are not worth much, but they are still fun to try to find.
I suggest pick a couple themes, like a favorite character, movie, ride, park, etc. and go from there. Keep it simple. For example, my main theme is Figment and I have 160 pins with him on it. I also get pins that have a special meaning to me.
Retail pin prices range from $6.95 and can go all the way up to $95 or more (yes, for one single, albiet gigantic, pin). Set a limit for yourself because this is one majorly expensive hobby (you thought scrapbooking was bad!).
There's a Pin Event in September and if you can make it, it's a great place to meet other collectors and the designs are really nice.
My suggestion for resources are PinPics.com, which is a database that lists close to every Disney pin that has been released, and Dizpins.com which is a pin news site with a connecting message board (of which I'm a member).
Hope this helps, and if you need any additional information, please let me know!