I dye wool fabric (and yarn) and the dying process also felts it. Dharma is a great site and they have a printed catalogue too. I started off dying with food coloring, figuring it was the least toxic and I could use my normal cooking pots. I had heard of Kool Aid dying and figured that it didn't really need the artificial flavoring and sugar. For small amounts, it works well and you can blend the colors. It might be a good way for you to start - just a small piece of fabric and a regular kitchen pot, mordant it with a good slug of white vinegar.
I'm planning to dye some silk noil for a quilt back (if I every finish the top) and got the fabric and everything from Dharma, I thought the prices were quite reasonable, considering.
I also dyed some wool yarn (from our own sheep) with indigo. It was really fun but it took days...and had to be done outside because of the smell.