For getting started with 3-d objects I would recommend starting with a knife and learning the basics (how to cut with the grain, how to sharpen your tools etc) before you spend a ton of money buying a lot of tools you may or may not use. My current favorite knife is the1 1/2" Drake detail knife which is about $35. Flexcut has a similar knife that is $23 on amazon. I learned to carve with the flexcut knife and it is a quality knife, but I like the shape of the drake blade better and it stays sharp a little longer.
No matter what knife you get you'll need a strop to keep it sharp. You can get them for around $10 on amazon or you can make your own from an old leather belt. A strop will keep your blade sharp from normal use, you should really only use a sharpening stone if you've damaged your blade by dropping it or hitting a bit of metal or something like that. There's tons of sharpening methods out there, one of the cheapest and easiest is to use super fine grits of sandpaper (800-5000 range).
Then you'll need some wood. I strongly recommend carving basswood when you start out, it's very soft and the grain is very even so you're less likely to accidentally split the wood. A lot of beginners start out carving pine because it's soft and get frustrated because pine splits like crazy. You can find basswood online but I prefer to get it in person if possible since you can see what you're getting (avoid pieces with knots or very loose grain). You can usually find it at hobby/craft stores like Rockler, Blick, or Michaels. More construction focused stores like Home depot and Lowes usually don't carry basswood.
As far as engraving goes, I think that it would be easiest to engrave maps etc with a dremel or another rotary tool, although I don't have much experience with those so I can't give good recommendations and they tend to be more expensive, maybe someone else can chime in with suggestions