First, very cool! For your first times I say just rent all the gear, and definitely, for sure, no doubt, use a helmet (it will be available to rent as well) because it is all but certain that you will fall while learning and groomed snow won’t feel very soft at impact. If you really want to treat yourself see if you can snag some padded hockey shorts too! Hopefully you can find some that fit over your snowpants. If you find you like it and think you’ll be doing it often, then it does quickly become worth it for ease as well as cost to begin acquiring your own equipment. I found learning to ski easier than snowboarding (I learned both in my early 30s), but experiences differ. Laughing at yourself and staying loose helps, and maybe grab some epsom salts for a nice long bath at the end of the day! Have fun!