The violin isn't a difficult instrument to PLAY, but it can take a long time to achieve the beautiful and sweet tone that most people think of. Of course, playing beautifully is what people mean when they say that the violin is a "very difficult instrument."
I disagree with some of the people here, and I would be remiss in giving you good advice (i.e. thoughts that have made me a successful musician) if I did not give you my opinion. Also, I apologize to Lisa for directly responding to her suggestions. Lisa, I'm not out to get you, but I must explain why I disagree, not to be contentious, but to offer an alternate perspective. I'm giving this advice as a classically-trained professional violinist with almost 20 years of experience, as well as a violin dealer and reseller. Oh, and I gig EVERY weekend.
1. I personally do not believe that there is anything wrong with buying a violin online or from a general music store, especially if you're just wanting to explore the instrument and see whether or not you want to stick with it. I used to buy into the idea that I had to get the "best" (or most expensive) instrument I could, but you know what? There is absolutely NO WAY that I would ever take an expensive instrument to most of my gigs. And you know what else? People don't care how much your instrument cost; they only care how well you can play it, and 95% of the sound is in the way you play it. I play professionally on a violin worth $100 that I used to be embarrassed about, but again, no one cares, and the sound is all subjective, anyway.
2. While I agree that if you do get a private teacher, that you should get a good one, credentials really don't mean much. Someone could be a graduate of Juilliard in violin performance, but absolutely SUCK as a teacher. Instead, get some references from other beginners. You need someone who is encouraging, someone who will bring out the musician in you, someone who is very effective as a teacher. A violin teacher I once had taught an adult the piano, and his skills skyrocketed . . . and you know what, she didn't even play the piano! If I were looking for a teacher, one of the main things I would try to find out is whether or not I like the way he/she plays, because that person will teach you to play like him/her!
3. Don't buy the best possible instrument you can; buy the instrument you WANT. I've played really inexpensive violins whose sounds I absolutely loved, and been bored with violins worth thousands of dollars more.
4. There's nothing wrong with a fiberglass bow, especially for beginners. They are sturdy, and they get the job done. I play with a bow that's worth less than most fiberglass bows, in fact. Again, it's the player, not the instrument . . . and again, I'm a player and a violin dealer.
5. Strings and rosin, the things that make your sound, are all subjective. Try different strings if you want to change your sound, but it ultimately depends on how you want your violin to sound. Hill or Pirastro strings may not be appropriate for your application.
6. I agree with cleaning the strings and the stick of the bow in terms of general maintenance. You won't really wear anything out if you don't (maybe the strings), but leaving rosin on your tools may affect the sound they produce.
7. Yes, do not touch the horsehair. The oil from your skin will produce spots in the hair that will not allow rosin to adhere to the hair as easily, causing disruptions in your tone. At a gig, some kids touched my bow while I was eating, and I had to get the hair replaced (see why I don't bring expensive instruments to a gig?).
I understand that what many people claim about the worth of your first instrument may make the violin seem cost-prohibitive right now, but that's exactly what I'm saying; it DOESN'T have to cost that much. Get a $100 violin outfit (violin, bow, and case), and start messing around. Now, I know that classical musicians are going to scoff at that suggestion (I would have scoffed at that advice myself years ago), but 1) you don't know whether or not you're going to like practicing enough to continue with it, and 2) you can create beautiful music on instruments that don't cost very much. If your school has a string program, maybe you could find out whether or not they could loan a violin to you for a semester. You could also rent one, but you'd probably be better off buying one.
Anyway, was it worth it? Well, I'm certainly thankful for the ability to play the violin, but I wasted a lot of time by taking the classical route. If your goal is to play classical music, though, take that route. You HAVE to make your practicing fun, though. If you get a teacher and he/she sticks you on some boring piece that you don't want to play, take some time out and renew your passion for music by listening to something you DO want to play and work at playing it. Listen to the music that inspires you, and gravitate towards that, keeping your ultimate goal in mind.