I recently purchased my first violin (got it last Friday, 9/28/12), and have been playing it daily since. My musicianship otherwise is pretty good, so the basics are just the mechanics of the fingerings; I don't have to learn the notes or rhythmic notation.
I went with an electric violin (cuz I think they look gorgeous and sleek).
A friend told me that if I wanted to teach myself to make sure that I get proper technique (posture, bow-hold, etc) down first; because it's a very difficult habit to correct later. Practice in front of a mirror and be critical and you'll develop good habits.
I also purchased two series - Strictly Strings (Violin edition) has 3 volumes, and then the Suzuki series. These give good examples, decent repertoire to practice and play, and are a gradual step into playing violin.
I hope you do well on your quest to be a violinist!