As for how to start I can tell you what I did: I collected used Doepfer modules (and anything else cheap I could find). I just wanted to avoid sinking thousands into new gear while figuring out if modular was for me. After I had a basic collection I got a (new) power supply and built a case out of cardboard. -
That said, you will first want to get the most basic modules : Oscillator, envelope, filter, lfo. Depending on what you want to do you will need some kind of note producing controller to actually play notes. Like a keyboard, midi interface, sequencer or even an lfo and a quantizer to give you stepped sequences of notes out of continuous voltages.
And no, you don't have to go full Doepfer (or any other brand). The beauty of modular is that you can combine any modules from the same format. Since you named Doepfer that would be Eurorack which IMO is a good start because it is cheaper than other formats and it has the greatest variety of modules to choose from (currently something like 800, not sure)
i think a part of the pleasure is to build it, am i right ?
That's what I thought and still think ;-)
Don't stick to my list too much, it's incomplete.
Just looking at the starter systems will get you an idea of what to get.
Starting something new is alwas fun. In my case it's not so new anymore
but the fun kept coming. Only your own experience will tell what is right.
Your system will change anyway as you go along and learn.
Just allow enough time to learn the modules you get,
because it's the player, not the gear.
Fun to you!
Somehow didn't think of this earlier. There is a guy with the handle
The Tuesday Night Machineswith who has a series of very useful videos on modular on youtube: H8Xsal-r90xYiuiz-3N8HZyf