Bees are not interested in anything other than nectar/sugar. Wasps and hornets like protein and are carnivores. I'd assume that's what you have, honestly. I have a hive of bees and can lift the lid to it without a bee suit on and not have them sting me. They are very gentle.
The above is italian honeybees. They are more brownish and very fuzzy.
Most people should start with a langstroth hive as someone already mentioned. I ended up going with all mediums for the boxes that way everything is interchangeable. Some people go with "deeps" and "shallows" but then all the frames or wax foundation isn't interchangeable and you end up buying more stuff to fit them. Around here you can get a hive for about 150$ with everything that you need to get started, and a package of bees will set you back about 100$. You should probably also have at minimum a bee veil and gloves, although I went with the full blown suit because I was terrified of them. It gives me a bit more comfort when playing around with the hive, but as my first season drew to a close I used it less and less.
We used the book "beekeeping for dummies" in my class. I would highly recommend finding a local bee club and taking their beginner class. It's all well and good to read the book but seeing and touching things in action is better. I had to drive two counties over for my class (my county doesn't have a club) but it was worth it for 6 weeks.
