A cheap way to get into FPV is the Quanum goggles. They cost about $30 and although they're not as good as proper FPV goggles (Fatshark etc) they work fine! And they give you the immersive experience that you'd miss if you just use a monitor.
Here is the rcgroups discussion about them, including modifications.
Adding ski goggles also helps, and upgrading from the stock fresnel lenses to another one may increase comfort, too.