I've actually made quite a variety of chainmaille jewelry in the past. Here's my advice:
Learn the BasicsFirst of all, if you can find a book like "Handcrafting Chain and Bead Jewelry" by Scott David Plumlee, get it! It will help teach you the basics of wrapping rings, how to choose the correct gauge and size rings for your project, how to open and close rings correctly, and some good jewelry weaves. If you can't get a book, try looking around online for these skills.
Getting the EquipmentAt minimum, you will need two flat-nosed pliers. Try to find ones without a grip, as it can damage the rings.
Other materials you might need:
- Between 22 and 18 gauge wire - if you're making your own rings
- Side cutters - if you're making your own rings
- Round-nosed pliers - for adding dangling beads with wire
- Very thin wire - to string beads
- Beads - to attach to your jewelry or to capture in a weave
- Jump ring closing tool (ring) - my favorite piece of equipment. Great for speed-weaving and closing up easy sheet weaves.
Buying or Making RingsI made my first several sets of rings, and recommend it to anyone on a tight budget. It's relatively easy to do, but hard to get jewelry-quality rings. This is great for practice. I would recommend just getting some steel 22 or 20-ish gauge wire if you're wrapping by hand as opposed to with a rig.
Once you're ready to buy rings, I heartily recommend
http://theringlord.com as they have an amazing variety for you to play with and you can get whatever metal and AR you want. Particularly, any colored rings (like anodized aluminum or titanium) as well as scales are worth checking out for more interesting jewelry.
Weaves to work on first -- a quick google search should find you these:European 4-in-1 (to teach the basics of the european family of weaves)
Gridlock (an easy variation on the european 4-in-1 to practice ring manipulation)
Japanese 6-in-1 (to teach the basics of the japanese family of weaves)
Box Chain (to get used to "3-D" or "round" weaves)
Byzantine (This is used in a lot of jewelry pieces you want to hold its shape)
Basic Spiral (Easy and very aesthetically appealing weave when twisted)
From there I would go onto whatever you see that looks neat to you and test out the Persian family of weaves. Flowers, Half-Persian 3-in-1, and hybrid weaves are probably my personal favorites. As long as your rings are well-cut and your ring manipulation skills are solid, you should eventually be able to learn any weave, no matter how difficult. It just may take some time and patience.
Never forget to make sure you have the right ring AR first; if you don't you may end up with a weave that won't hold its shape or a weave that is impossible to close.
Resources:Unfortunately, I've lost most of my resources with the crash of my last computer. However, from a quick search, these two I've used before:
http://cgmaille.com/http://www.mailleartisans.org/ --warning, some of the tutorials are extremely hard to follow. I would recommend learning the basics elsewhere and coming back once you're ready to experiment. However, the "links" section of this site is amazing and should help you find anything you need.
Sorry for the extremely lengthy post; hope it helps you out!