A low cost way to get your feet wet noodling with tube amps would be to buy one of the little 5 watt Epiphone Valve junior and take it apart, that's a lot of guts for a $100 head.
Learn where the high voltage is and don't touch it. Learn how to discharge the filter caps so you don't get shocked even when it's unplugged.
Figure out how to add some tone modifying capacitors or maybe experiment with some of the Boutique transformers available.
Then when you really want to get bold, punch another tube socket into the chassis and start experimenting with additional circuitry wired in point-to-point. Add an extra front end stage for some serious Boogie overdrive.
Find yourself one of the old GrooveTube Amp books and start studying schematics.
Then maybe buy a kit from mojotone and see how you do putting it together. You can do a lot without spending a lot. I like the previous posters idea about converting some old gear. In the 60's I had a RCA tube radio that I made into a tube guitar amp because I could not afford anything. The thing had an electro magnet on the speaker but it made a great grundge sound. Mojotone Amp Kits
Hope that gives you some ideas. Keep in mind, real tube amps have some serious voltages in them. The stuff won't leap out and take your nose off but it can kill you if you get across it in a bad way (hand to hand, 50 mils kills).
An old tech rule is keep one hand in your pocket so you only have one hand to get shocked. All you need to do is use your head, learn where the big power is and don't touch it when it's hot. Don't be afraid or you'll never get anywhere.
Have fun. Tube amps rule!