Do NOT get a cheap mandolin (i.e. one of those $30-60 pieces of crap you see brand new online.) You'll end up hating it. Those mandolins are so horrible and unwieldy that they make learning next to impossible. Which is a shame really, it's a fairly easy instrument to learn - it was only slightly harder for me than learning guitar. For you, as with any first instrument, it's going to be hard work first starting out. It's something you could teach yourself, if you've got enough self-motivation. Lessons definitely trump chord books, just like any other instrument. If there is a place around that teaches lessons, strongly consider it - mandolin teachers are few and far between. I'd love to have a mandolin instructor that could teach me some bluegrass tricks.
As Johnny C says, turning is a huge key to success. Also, get yourself a chromatic tuner so you can tune it to alternate tunings, rather than one of those Korg guitar tuners that only have 6 notes on them.
Also, if you can, I recommend coated strings, preferably the D'Addario EXP Mediums or Heavies. They sound really nice, and are a breeze to play. It's also better to learn on heavier strings to build up finger strength, then move to lighter strings later for speed.
