More important than the practice set of refillable pens and interchangeable nibs is control. Don’t try to write Fraktur or Uncial right off the bat: simply practice writing in straight lines, matching angles, and uniformly sized letters. Keep practicing beyond the point you get bored, and then start writing letters and postcards to friends. Correspondence is an excellent opportunity for practice and it keeps it interesting.
There are thousands of books that teach complex calligraphic forms. Some of them are simply catalogs of historical fonts and handscripts. Just pick up a simple book that shows you how to practice control: Fred Eager’s Guide to Italic Hand is excellent for this. Once you have this control, you will see all the other fonts come naturally from your hand. It’s kind of magical.