It's worth it if you think you would enjoy the process of making your own gear, but probably not for the cost savings alone. You can save a little money, but I've found that I end up making more than one of nearly everything, in an effort to improve it, even if the first one was perfectly serviceable.

I'd recommend buying an older used machine at a sewing machine shop, and avoid thrift stores and big box stores. You can sometimes get lucky at thrift stores, but you have to know what you're looking for. Sewing specialty stores will sometimes include free lessons with even a used machine, and they generally offer a year warranty on them.

It's not particularly difficult to learn, even by yourself. A basic book would be helpful. As with anything, there'll be moments of frustration. I recall how proud I was years ago after making myself a shirt...until I realized I'd put the buttons on the wrong side.