I agree with Archie on the Lyman manual. It has a wealth of information about how to reload, as well as load data. If you do get into hand loading you will eventually want to get additional manuals, but the Lyman has always been my favorite.
Why reload? Economy (either less costs or more shooting), enjoyment, independence (you can buy supplies in bulk) and the flexibility to tailor loads for accuracy and/or purpose. For me, all these apply.
I disagree with those that say it isn't cost effective to load the 9mm. First, I would agree with a word of caution about cast bullets and hexagonal rifled barrels such as Glocks. But if you are able to shoot hard cast bullets, and buy them in bulk, you will save some money (not a lot, but some), and may achieve a significant improvement in accuracy. I'm currently loading 147 grain 9mm hard cast bullets, with a very light coat of liquid alox, to about 939 fps. My cost is about $7.15 per 50. If you count your time, you're not saving much. But my load is much more accurate than the bulk ammo that I've tried, and is a soft recoiling round.
I would also agree with the cautions previously mentioned regarding paying attention to what you're doing. It's not rocket science, and like so many other things if you take the necessary precautions it is safe, but you must pay attention, especially with priming and powder charging.
Die set for each caliber
Maybe a separate priming tool - I prefer hand priming tools, others may not
If you decide to make the leap into reloading, you'll find plenty of help and support here.