Be careful... knife sharpening can be yet another money hole with gadgets, expensive stones, etc. You really don't need all that to get a fabulous edge on a knife. Of course, if it turns out you enjoy doing it, investing in some decent quality stones makes it more enjoyable.
I have these: Norton Waterstone Starter Kit
I love these but there's no necessity to spend nearly that much -- and you could spend a helluva lot more on stones or entire systems if you felt the urge.
Here is a pretty decent video for some starter tips.. a quick search on YT pulled up a ginormous number of sharpening videos, and, like with anything, opinions vary but the primary necessity remains the same -- consistent correct blade angle. This one just happens to include the stones I use. The main thing about the video is to watch for the technique he uses to keep the blade angle consistent. This will help tremendously while you're getting the hang of it. Later you'll pretty much be able to sharpen a knife hanging upside down from a ladder if you wanted to impress your friends with sharps object at a keg party.