Welcome soissons!
As for how to start I can tell you what I did: I collected used Doepfer modules (and anything else cheap I could find). I just wanted to avoid sinking thousands into new gear while figuring out if modular was for me. After I had a basic collection I got a (new) power supply and built a case out of cardboard. -
That said, you will first want to get the most basic modules : Oscillator, envelope, filter, lfo. Depending on what you want to do you will need some kind of note producing controller to actually play notes. Like a keyboard, midi interface, sequencer or even an lfo and a quantizer to give you stepped sequences of notes out of continuous voltages.
And no, you don't have to go full Doepfer (or any other brand). The beauty of modular is that you can combine any modules from the same format. Since you named Doepfer that would be Eurorack which IMO is a good start because it is cheaper than other formats and it has the greatest variety of modules to choose from (currently something like 800, not sure)
Hope that helped?
P.S.
Doepfer has ready made systems too: http://www.doepfer.de/a100s_e.htm
Pittsburgh has what probably ist just enough to be called modular: http://www.thomann.de/de/pittsburgh_modular_system_10.htm?gclid=CImXsfLou8oCFeTnwgod7rYHdw
My own 2x84 rack of around 50% used stuff looks like this: 
I have around 1200 EUR in it.