Definitely a good link to start with, then peruse this forum for more information. If you encounter any questions along the way, just ask, somebody will be happy to help you. Yes, they are legal in Georgia (CA and NJ, they are not - FYI)
You'll want a good in tank thermometer, test kits for pH, ammonia, nitrates/nitrites, and a turkey baster for starters...You'll want to think about how many you want to keep, possible breeding if you keep more than one, tank size(bigger is always better
), water flow (filter), maintaining the temp of the tank (axies like it cool!), substrate (gravel is not recommended), hides (axies don't like light), and how you plan on keeping earthworms on hand (recommended staple) - whether that be buying them as you need them or raising your own.
Oh yeah, you should be warned...they are very, very addictive!