Since the question is in the "antiques" section, I'll take it then that the interest is in "originals". I have not yet found a credible source of values that generally works for a new collector. But here is one approach.
1. Narrow your focus....VERY narrow. Like maybe one single maker or one small area.
2. Spend some time getting to know the original maker and the conditions that existed during "his" day. Study his work. Look at as many examples of his work that you can, up close and in person, if possible.
3. Evaluate WHY you want to collect and WHY this maker. What's the appeal? Just "wanting to start collecting" honestly does not sound like it's rooted in good logic.
4. Buy ONE example of that makers work. Pay what you will and then in time you will learn if you got a good deal OR if you got stung. And THAT lesson will serve you well on future purchases even if you made a bad decision. The easy lessons are never "cheap" but an expensive mistake that may take your breath away will not soon be forgotten and will hopefully lead you to make better future decisions.
5. It would be great to connect with knowledgeable individuals who will offer sound guidance.
6. Attend as many shows as you can. Look and listen. I like to say, keep your mouth shut and your ears open. Probe sellers for the rational of their prices. Expect to hear sound justification why a work is priced in the mid-5 figure range (or more) rather than low 4 figure (or less) range.
7. Understand that not everything a seller says about an offering is true! (Imagine that!!) But if you deal with sellers who have a passion for originals rather than the run of the mill "gun dealer" you can be a more confident of the facts.
Finally, "collecting" originals is not investing. Original are NOT liquid assets and the general trend in value is down. Collect for the gratification of owning works made by craftsmen from hundreds of years ago. Speak to them and listen to the stories the tell. Remember the hands that crafted them and the role they had in the lives of past owners and the courage that was required to live when they were newly made.
Good night John, George, John and John. Your works are an inspiration even today.