I like what the previous poster said about having a big range of weights. But if you cannot buy everything and you need to start making choices between what to buy and what not to buy you will probably want to start with a weight bench and a good Olympic bar.
You can do a huge range of exercises and get a pretty solid full body workout with just this simple equipment. Effective bodybuilding weight training is going to require more than this, but bodybuilding is a long process and you can get a good start with just a weight bench. You can often find a bench, bar and quality weights online used for a cheap price. Start here and see how your body responds.