First, aloha and welcome! :wavey:
To answer your questions, first the lanyard: I know people who wear lanyards for several reasons to the parks. Usually, they'll be worn as an easy way to facilitate pin trading with cast members, although there are some people who will wear what are called 'brag lanyards,' which are comprised of pins solely from their collection (sometimes very valuable) and are not for trade. I would wear a lanyard, but I get severe migraines and the weight pulls too heavily on my neck for comfort. If you have to take it off for an attraction, you probably could place it in the pouch for safekeeping.
As an alternative, you also could wear a hip lanyard or buy a small pin bag to carry around with you (I'm talking about the one the approximate size of a large wallet). I carry around my traders in a small bag that I toss into my bag. Even when I have the magic band, I'm too much of a pack rat - plus I need my phone! - to not have my bag with me.
As far as whether pins are too expensive to start, well, that depends upon what you want to collect. Some themes are more popular (read: more expensive) on the secondary market than others, but that fluctuates from week to month to year. I would suggest that you pick a theme (character, movie, etc) to collect - something you love - and focus your collection on that - and then prepare to be patient. Some pins will be very easy to acquire, others will require years of patience ... but I believe that if a pin is meant to be yours, it'll find its way to you eventually, whether through a trade, sale, or zap.
There are multiple ways to get pins besides buying them, but when you start, buying is the easiest. It'll take time to build up your traders until you have the pins you can trade for what you want ... but you may not want to invest in traders and just buy what you want outright (you have to decide what you want to do). But pins can be a fun and entertaining habit ... er ... hobby ... we're here if you have any questions.
