Dont worry about killing the bird. If you have not been incubating it, it is not growing, and so it is just like an eating egg. Nothing to kill yet! Yes, if you cannot feed the bird, or give it proper housing, even a cage or something, maybe that should be your first step.
If you do your research and find out what you need before hand, you will be able to get things a bit at a time, or pick up materials cheap or free from garage sales, craigslist, etc.
When you are ready for a bird, I would really not recommend starting with eggs. It is MUCH more expensive and very unpredictable. Start by buying baby chicks or adult birds. They will be easier to raise for a beginner, cheaper, and they are easier to find most of the time.
If you only want a few (three or so- dont get one, it will be lonely) you should be able to find them locally through craiglist or ask around in a feed store.
The only other thing I would try, is see if a local school or extension agency, or even a FFA or 4H chapter, would lend you an incubator. I have heard some will.