Sorry I meant this more in terms of "learning about every aspect of coffee" .. I did roast my own beans in the past. More out of curiosity, though. All you need to try/start is a cast iron pan and green beans .. but I would recommend reading a book about the roasting process or doing a comprehensive barista course that includes roasting, first.
A cheap (<$100) step up from that is a hot air popcorn popper, and the sky is the limit. Check out http://drinks.seriouseats.com/2013/12/why-you-shouldnt-roast... for a quick overview of what you're getting into and some recommended further reading. TL;DR it's not really worth it but can be a fun hobby which can yield good results with practice.