In the US, at least, you can listen to almost anything without a license... I understand it's not always the case around the world. To transmit in the US, you need to study and pass an examination to get a license. There are volunteer examination organizations that will perform the test, there is an FCC fee involved. One such group is http://www.w5yi-vec.org/

Software defined radio makes it possible to receive 25-1300 Mhz for about $25, via a USB dongle, and open source software.

Join your local radio club, or attend their (online) meetings. There are lot of people who would like to help you get licensed, grow your skills, and get better licensed.

The Technician test is a few rules and Ohm's law, you learn what you need to pass that test in a few evenings of studying. The subsequent tests are more difficult, then way more difficult and will require some study. But Electronics and Radio are good skills to have, the learning to past the test has practical value if you really want to hack on electronics and particularly RF.

I highly recommend Ham Radio Crash Course on YouTube.

I recently got my foundation license (the UK version of Tech in the US) mostly motivated by watching Josh on that channel