If you?ve played the violin before, you should know some valuable music theory already. This will come in handy, but as you know the positioning of your scales and what not will be different as the violin is ( I believe) tuned in fifths between strings whereas the guitar is tuned in fourths. Learn as much theory and fundamentals as possible so that you know what is going on once you are playing actual songs. This will also make it easier to figure out how to play music on your own. There is a great book called the Guitar Grimoire for scales and modes that has a ton of info.
I would suggest learning playable songs that you like as you go along studying your theory because it is obviously pretty boring to sit there and play scales all day, at least until you are shredding over them.
Get a good enough guitar and gear so that you aren?t limited and discouraged by the limitations of crappy equipment. Check out some used guitars at your local smaller guitar stores and check that the neck is comfortable and the action is good and low enough to play easily. If you go to a super store like Guitar Center, they will either point you toward great PRS and expensive Les Pauls and things like that if you have a large budget, or they will try to sell you a ?beginner? Ibanez or something that isn?t very good. I love the better Ibanez guitars and have a few myself, but their recent mass-produced cheaper stuff just isn?t that good. The super stores will also have some used stuff, so check it out there as well. You might want to check out the Carvin website, as they have guitars that you can get virtually custom made for low prices because they are a direct seller. I have an Allen Holdsworth model from them, the H2, and it is awesome for around $1000.
Judging from your aspirations of playing GN?R stuff, you are into hard rock sort of stuff. You will want a pretty good piece of gear to get some nice distortion and crunch, and I have a recommendation for you. The Behringer V-Amp 2 pre amp is great for this and it?s so cheap you won?t even believe it. I got one for $149 and have seen it as low as $99 during a Christmas sale thing in Musician?s Friend. I have had a lot of rack based gear in past from ADA, Yamaha, Rocktron, Alesis, BBE, etc., all (except the BBE) at much higher prices, but you shouldn?t invest in all that stuff at this stage when you can get something as reasonable as the V-amp2. The same goes for foot pedals. I wouldn?t waste my money on a foot pedal (which I?ve also done many times in the past) when you can get a piece of gear with as many features as this one for the same price range. You?ll need an amplifier with an effects loop so that you can plug this pre amp into it.
There will be many people telling you to ?just plug in? to an amp and ?keep it natural?, but the fact is that you have to be playing at pretty high volumes to really get the best distortion and sustain out of an amp, and you need a good one at that to get really good tones. I think Slash goes straight into a Marshall head, but like I said, he is playing pretty loud to get those great sounds and may well have some modifications done to his amps.
I would also suggest buying instructional videos from some of your favorite guitarists or other guys who play in styles that you like. I got Paul Gilbert?s Intense Rock when I was in 8th grade and it was a big help for learning good technique even if you aren?t into the shredding type of stuff. Frank Gambale also has a couple of great tapes, but they are rather advanced. It really helps to see what is going when you are learning, and most of these tapes have tablature included so you can see the notation.
You should also download powertabs and use those to learn from, and try to learn complete songs. One big mistake I made in my early days was not learning whole songs, but just learning the main riff and the solos, which are the fun part but don?t make up the larger part of the song.
I hope this helps and I anticipate much contradiction from other guitarists. The big thing is to keep it fun and interesting enough to keep you playing.
PS - I just saw Microslash’s quote, and I don’t know if you’ve heard buckethead play, but that guy is pretty awesome, albeit quite different and way less tasteful than Slash. Good luck!!