If you want to try it out I'd recommend a late 40's Gillette Super Speed, very easy to learn on and still my favorite vintage razor.
You can easily pick one up on
eBay for about $10 shipped, then get yourself some Kiss My Face Moisture Shave, a brush (optional) and have at it.
Just remember, these old razors don't pivot... it's manual. Go with the grain the first few times until you get the hang of it, it's pretty easy really.
With classic wet shaving you shave in sections, each face is a little different but in general you do one cheek area, other cheek area, jawline, neck, under lip, chin, then under nose.
You want to keep the angle the same throughout the shave, this is the part that requires some practice, but basically you want the bar and blade to touch at the same time, too much angle and you'll expose too much blade, too little angle and you won't get the hair.
At first you'll want to do one pass, after a few days try a second pass in the same direction. Once you get used to this you can do across the grain and against the grain. A 3 pass shave (with/across/against) will yield a babies butt smooth shave that lasts longer.
I've also found my complexion improved greatly once I really learned how to shave properly.
Set asside a good 30 minutes for your first try, with practice that drops quickly. I can shave my whole head and face in 15 minutes these days.