>>1328193cycling is really fun and makes you feel good
>expensive you can get a very decent entry level road or mtb and the fixins for about $1000 from a shop and any money spent beyond that is going to be on vastly diminished returns and autism.
you can get something rideable but not great which you'll grow out of quickly if you take it seriously for $500
and if you're handy and have a good used market you could get started with something good for $200
Whether some or all or none of those is expensive to you is relative.
You might hurt yourself, it's somewhat dangerous, but the positive health benefits of regular cardio, physical and mental, outweigh that risk by far.