You should be asking yourself the same questions for hockey as you generally would fpr card collecting in general. A lot of this has been covered above. Questions like: What do I want to collect and how much do I have to spend? Are you a team collector, a set builder or a player collector?
One of my favorite ways to get started is finding a collection for sale at a local garage sale, FB marketplace, Craigslist or a local auction.
If you are planning to keep your collection small and focus on star players even here is probably a good place to pick up cards. For commons I tend to try to find cards locally to save on shipping unless I am very close to completing a set.
