This is our first year of having our own bees, but we learnt from a friend who keeps bees, so here's a whole lot of advice - take it all with a pinch of salt!
Don't get bees if you are allergic. You will get stung eventually. It didn't hurt as much as I thought it would, though, and I got stung right on the top of my head! (Not wearing my beesuit or handling the bees, was just in the garden and one came to say hello then got tangled in my hair. We both panicked. It was not my most dignified moment...) Don't get bees until you have had a go and handling someone else's. It can get a bit intimidating sometimes, and you need to be sure you're OK with it. Nothing worse than setting up a whole hive and realising you're too scared to check on it! Don't get bees if you think you're going to make money. You will only make money if you spend nothing on equipment (which involves making the entire hive yourself from scrap wood, sewing your own beesuit, welding your own smoker...). You will never get enough honey to break even over going to the supermarket and picking up a jar of blended, sterilised honey. Don't get bees if you're not going to be responsible about swarm control. It's antisocial to let your bees swarm, even in the countryside, because you never know where they're going to end up. Wild bees are great, but they are uncontrolled and often spread disease to 'tame' bees. Also, the time you think that swarm will just fly away somewhere to be someone else's problem is the time they settle in your chimney.
Do get bees if you love the taste of real honey. It's like nothing I had ever tasted before and you can taste the flowers in it! And every extraction is different. Do get bees if you want to learn all about them. They have an incredibly intricate society and are amazing creatures. Their life cycle and the hive cycle are both wonderful. The more you learn about them, the better you will get at swarm prevention, disease control and handling them, too, because you will understand what it's like to be a bee! Read absolutely as much as you can about them and if you are still excited, get bees! They are intensely rewarding because of how much they do look after themselves and solve problems themselves. They have their own set of rules, and you think you know what's going on, but then suddenly they surprise you and do something completely unexpected and you have to rethink what you thought you knew about them! You won't spend a lot of time 'doing' the bees (an hour once a week from April to September is my general rule) but you will spend a lot of time thinking about them! You will also be helping to propagate some of the world's most important pollinators.
Learn how to keep a smoker alight. You don't want it going out on your just as they're getting pissy! Bees are not a 'set it and forget it' thing. You've got to know how to check for swarming, how to check for disease, how to handle a frame... Some of the comments on this thread worry me, from people who seem to have bees but not know how to look after them. It's irresponsible, to your hive and to the bee population at large. There are some very bad bee diseases, and if nothing else you need to check for them - otherwise your bees will be spreading them around to other hives.
The syllabus of the BBKA Basic Assessment is a good guide to what you need to know:
http://www.bbka.org.uk/files/library/basic_syllabus_2013_1354100470.pdf You don't have to learn it all on day one, and some of it is quite practical, but you should learn it over the course of your first year.
If you have no experience in handling bees, don't go and try and collect a swarm. You'll end up scared and covered in bees. Watch some videos on youtube. Can you handle that? You also have no idea where these bees have come from - they could be harbouring any kind of disease. Also, some people think they have a swarm of bees and it's actually something like wasps! (Black and yellow, buzzing, must be a bee, right?) Are you certain you will know it's honeybees? Your first year, buy bees from a reputable supplier or get them from a beekeeping friend (most will have bees to give away every year as part of swarm control, unless they are expanding their apiary or reuniting colonies).
Finally, get a proper bee suit. Not an all-in-one, but a bee smock (top with attached veil) and some Marigolds. You are invading their home, and they will get pissed off from time to time. Better safe than sorry.
I don't want to put you off, but bees are for life, not just for honey at teatime!