In reply to indigo:
Indigo has it just about nailed. I'd just add that you need to have a good idea of what type of winter climbing you want to do. Going to the mountains without some clear goals will probably mean falling in with the winter walking. The Climbers Club run an annual trip to Rjukan and that, if your goal is water ice climbing, might well give you a quick route to begin as a winter climber. On my first trip I paid for a guide which really opened my eyes. Technically its not that different to rock climbing but getting taken up one of the classics early on will blow your mind and give you the thirst for more. Once you've got a few leads under your belt it's not difficult to find climbing partners.
I guess that advice translates, to a degree, to other forms of winter mountaineering to.
In all cases, be cautious!
And borrow your gear for the first couple of years. The gear is expensive and many people don't pursue it the sport for that long.
Post edited at 16:01