Money

This is a variable that most people understand. If you don't have a big wallet, you will not fly that private jet.

What people mostly forget about money is that it is not just buying the material to fly. Money is also needed to get in the air. Money is also needed to keep you in the air. Money is even needed to be allowed in the air.

Really airborne or not

If you really want to be airborne, then you will not think about simulators or scale models. Don't underestimate those last two. They can be big fun as well. They might be less expensive than real airborne aviation, but ...each of them can end up much more expensive than real aviation.

Material

If you want to keep it all low cost simulators, RC (remote control), paragliding, paramotor or hanggliding are your best choices. But remember ...each option has training editions and expert editions. The trainers are mostly cheap. But ...the expert editions can really really empty your wallet.
If you are a beginner, DON'T start with equipment for experts. Training material is designed to be stable. Expert material can be too unstable for beginners to use. Don't be the next cocky beginner that falls out of the sky. Aviation history is filled with dead idiots like that.

Training

For each type of aviation you need to train. The only edition where you can truly begin without help is simulators. You crash and you can begin again without problem.

In all the other aviation types you damage stuff if you make crashes in your beginner time. You might not only damage your material, you might damage yourself too. Falling can hurt. Hurt badly. A club member is now a wheelchair user from a sad fall just a few meters above the ground. It can happen that quick!

What i try to say is "Make sure to be trained by a real trainer". Many underestimate this. I have seen guys be trained in paragliding by their friend or familymember. That "teacher" had himself very little air hours. He is NOT useful to prepare you for the dangers in aviation. He lacks the experience of a experienced pilot. A true trainer.

Watch out! You have two type of trainers. Those who do it to get you in the air. Those who do it for their own wallet. Sadly, i experienced that myself. Some trainers just want you to buy hours and hours of pilot lessons. And you just don't get any nearer to being solo. 
It might be that you are not really a good pilot. In that case the trainer should advise you where you need to concentrate more. You should be guided how to advance in your learning curve. If he just says "that was not good, lets try that again next time" and he does not explain what was wrong, you have not a trainer, but a money-wolf. Be aware!!! Those guys are out there too!

Some types of aviation need more training than others. I experienced hanggliding, gliding and motorized ultralight. Hanggliding was the cheapest in my expereince. Hanggliding can be learned on training hill or be being towed with instructor next to you. The latter is more expensive, but gives you very quickly results. Motorized ultralights asks more time to learn. Just because there are more vairables. You don't only need to steer, but you need to manage the engine as well. That takes some time. Also, you need to know more rules. Free flight is rather easy on that. Motorized aviation asks more knowledge of rules. The theory exams are tougher. Yes, you heard it right. Exams! Go check your country what the needed exams are. I can tell you for USA that FAR103 does not need exams.

Maintenance

Each type of aviation has its wear and tear. Even paragliding and hanggliders. The sails scrape over the ground during groundhandling and landing. Sometimes repears are needed. Don't do it yourself! You are a beginner! Some sails are so damaged they need to be replaced. So, yes, even the cheapest way of aviation can become costy if you don't do it right.

The motorized editions of aviation have the maintenance of the engine. It is like a car. It needs to be looked at from time to time. You really don't want that engine to stop during your flight. Maintenance of the engine is your life insurrance as pilot. If your car/motorcycle breaks down very often due to bad maintenance, think more about gliding or ...start looking for another hobby.

Storage

You need to store your airplane somewhere. Paragliders have it easy. Hanggliders can still hang it to the ceiling of the garage. But if you have something rigid, you really need a location to store your stuff. 

Some designs are very clever. You can rotate the wings so the airplane fits on a trailer and you can take it home. You can place it at your own garage or if the trailer is closed, just place it in your garden. No extra costs (besides the trailer).

If you don't have such a clever airplane design, you might be forced to rent a place at the local hangar of your club. Warning one: might be that there is simply no room for your airplane, filled is filled. Warning two: don't underestimate the cost of renting a place in a hangar. Those prices can be veeeery high.

License

Having a license is great. Is super. Now each country has his own rules. Keeping a license can vary from "No need to do something. You have it for life" to "Minimum X hours of flight each year, no less than X time between two flights, doing lot of paperwork to prolong your license, ...".

Those flying hours can cost you a lot of money. That paperwork might be a handful. Not only in hours time needed, but also in money needed for those official papers. My advice: search for the local info about flying regulations. See what is needed for your country for the aviation type you intend. If it is too costy, consider another type of aviation.

I do hope to guide you here to the websites of your countries for that info. Please, help me to collect those sites here.

Medical

For most types of aviation you need to pass a medical control. There are several types of medical controls. Call them from "not cheap" to "more expensive". All depends on the responsability of the pilot. The more responsable, the better the body of the pilot has to be. Logic, isn't it. Also is it logic that certain types of medicals need to be repeated on regular base.

But ...that is also very different from country to country. I heard that in one country, you only need your ID to qualify to fly. You exist, so ...you can fly. I assure you ...that is not how most countries do it.

Help me to sum up the sites with info about those medicals for each country.