Teaching yourself to play the violin is not rocket science and a person who is genuinely interested in playing the instrument can really enjoy the whole process. First of all you will need a violin and an accompanying bow; the size of the instrument will depend on whether you are a child or an adult. Should purchasing the instrument be financially difficult, renting is another option. Necessary items include rosin to apply on the bow as well as cloth to wipe off its deposits on the cello rental bay area and a tuner to maintain proper pitch.
For the beginner, tape to mark finger positions and a shoulder rest may be of help. Although a lot of people self teach themselves on how to play the violin, using books or going online, it is best to get lessons from a proper teacher individually or in a group at least for the first few months, till your hand is set properly. Bad finger and hand positioning as well as incorrect stance can be very problematic getting rid off at a later stage.
Before starting to play remember to tighten the bow using the end screw and then apply rosin to the bow hairs; also, loosen the bow after the playing session is over. You have to hold the bow correctly between the fingers and thumb and the violin itself between your jaw and shoulder with the left hand supporting the neck portion correctly. The bow should move smoothly in full or half strokes without abrupt breaks when going from an up-stroke to a down-stroke and vice-versa.