The fact is that until you start getting better, start learning your yardages - until you've gotten to the point where you will actually see some difference in ball flight and distance between, say, hitting a 4-iron and hitting a 5-iron -- there is really no need for a full set of clubs.
If you want to start out with a full set, there's certainly nothing wrong with that. But if you want to save a little money in the early going, give yourself some time to learn the game before investing in a full set, then a short set is a great option.
What clubs should you include in a short set? Look for a 3-wood, 3- and 5-hybrids, a 7-iron and 9-iron, and a putter. That's six clubs. Or simply survey the options available at big box retailers or sporting goods stores. Stay away from long irons (3, 4 and 5 irons), but look for hybrid clubs.
As noted, you can buy short sets brand new and fill them in later by purchasing the missing clubs individually. Or you can find short sets at second-hand shops, garage sales, etc., then trade up to a full set when you are ready to purchase new clubs.
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