Do you like shooting? Good. Now that that's settled, all you need is a gun.
A good place to start is with a Tompson Center side lock percussion rifle (Hawken, Seneca, New Englander, etc.) in any caliber. There's a lot of them available, the quality is uniformly excellent, and if they've been well cared for, they're accurate, easy to clean, and fun to shoot.
Next is a copy of the Lyman Black Powder Handbook (or something similar) to show you what you need in the way of basic gack (something to hold and dispense powder, a measure, perhaps a funnel, etc.) and give you a good sense of the procedures for shooting a muzzleloader.
Then find a club or a match for muzzleloaders.
If the folks you find are like any of the clubs I've been with, you'll have all the advice you need (which seems to be more or less universally true of any firearms activity
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