Lots of excellent advice here.Two words: Take lessons.
If you try to teach yourself you'll end up with a catalog of bad habits and probably some serious ergonomic issues.
If you are interested in old time fiddle, a week at Augusta (http://www.augustaheritage.com/) or Swannanoa (http://www.swangathering.org/index.html) is a great way to begin.
The Maestronet Fingerboard forum (http://fingerboard.maestronet.com)has had a number of good threads dealing with entry-level violins and bows. Most of the participants appear to be violinists, but there's a fair salting of fiddlers too.