Fly Fishing, the art of casting your chosen fly by using the weight of the fly line to cast that fly.
To get started you do not need to spend lots of money on a high priced fly rod, waders and lots of gear. There are several inexpensive combos that for under $100 up to about $300 you can get a rod, reel, fly line and leaders. (lot less on craigslist)
Fly Rods come in weights from 1wt (wt stands for weight) to up to 16wt or even bigger or heavier weight's.1wt is the lightest, made for the smallest fish and small streams. On the other end of the weight a 14wt or 15wt is for big fish with big fly's.
Fly lines come in the same weights as do the rods and you should match them to the rod size. Sometimes if I want to slow the action of a rod I will push the rod by going to a larger line than the rod is rated for.
My suggestion for a first purchase fly rod would be a 5wt 8.5' to 9' fly rod with a 5wt weight forward fluorescent line.
In my opinion where the beginner or most fly fishers that are having trouble is that they are to focused on casting the fly with the fly rod and not controlling or focusing on what the the fly line is doing. You will not be able to control your fly unless you control your fly line.
Beginner Fly Fishing