That is a tough question to answer because the answer will vary depending on a lot of factors including the type of woodworking you want to do, your financial status, etc. There are a lot of videos on the subject (including those posted by Josh) and I would suggest you check them out to help with your decisions.
For the average person who is just starting out it can be very confusing. Do as much research as you can before making any purchases and when looking at specific items pay close attention to reviews by users over manufacturers. Learn to use hand tools before investing in expensive power tools. Since most of us have limited budgets, I recommend buying good quality tools but not falling into the concept that tools have to be “high end” tools in order to be good tools. Buy good used tools when you can and save the expensive purchases until you have more experience and disposable income. Find a local experienced woodworker or a woodworking club to help you make the decisions.
For general woodworking you will always need to get the general tool basics such as hammers, measuring tools, and marking tools. Past that, there are some tools that have use across a broad range of woodworking areas and you should work to acquire those first. The exception here is, if you have decided on a specific area of woodworking then you should give preference to tools supporting that area. As an example, spoon carving, relief carving, Windsor chair making, and frame-and-panel cabinet making will all require different sets of tools and you should proceed accordingly.
Don’t put off trying woodworking until you have the “perfect” tool set. Whittling with a pocket knife IS woodworking and will teach you much about grain, working qualities of different wood species, and tool use. Just keep in mind that spending time in the craft is as much about developing a relationship between yourself and the wood as it is about the tools. Experienced craftsmen can accomplish much with a severely limited set of tools because they know ways to work through the challenges. If you start out with all of the best goodies you will never learn to work through those challenges. Would you rather be a learned craftsman or a person with all of the goodies?
My personal recommendation (if you haven’t already, and without going into brands) is that you invest in a decent set of bench chisels, a sharpening system of your choice, and a couple of good, basic hand saws. If you really learn how to use those well you will already be better off than most and by that time you will probably already know which tools you really need next. Let your work guide your decisions and give limited credence to woodworking tool catalogs or magazine articles promoting “high end” tools as “must haves”.
Above all else, have fun.