What makes throwing knives so interesting is that it is challenging yet simple. You are working with one of the most fundamental tools human kind has benefited from for thousands of years. Really, when it comes down to it, a knife is not a complex instrument. It is a piece of metal, or obsidian, or even wood, that is designed to cut. Sure, there are knives that are more advanced than that, but the fundamental concept is the same.
While the instrument is basic, the art of throwing is not. It is extremely difficult to throw a knife over a long distance and have it "stick" it's target. Depending on your individual talent, it could even take weeks before you are able to nail this down (no pun intended) on your own. But when you do, you will immediately feel the reward. There is something in us that naturally reacts positively to the success of sticking a blade. Maybe it is because this is the kind of thing we had to do to survive for thousands of years. Maybe it is just a more typical sense of accomplishment. I myself am not entirely sure, but I can tell you it is there.
The best way to get started with this fun and exciting hobby is to purchase some cheap / inexpensive throwing knives. Don't start out with the best, because you'll probably break quite a few of them when you are first earning. This is because it's easy to miss and when you do you could hit cement, rocks, or other hard objects that will dent, crack, or scratch your knife.
As you learn more and you begin to stick your blade to the target on a regular basis, you can start to purchase more expensive throwing knives. What you'll notice as you make the upgrade is that the blades are more balanced and aerodynamic. They will seem to float off your finger tips and into the target. Sometimes, but not always, the blades will even be more durable.
If you decide to give this hobby a try, please, please be careful. You should always follow the strictest safety precautions. Use protective eye gear, stay away from other people, do not throw at something that could cause the knife to ricochet and hit you, carry a first aid kit, etc. Be safe, and have fun learning this uniquely human hobby.