Some people believe it's going against the Christian God because there are verses in the bible that are against it ("thou shalt not suffer a witch to live," for example). Also, most Wiccans do not believe in the Christian God. Most of us believe in other gods, often multiple gods. Also, Wiccans believe in a supreme Goddess (she has a supreme God as her consort).
However, I have personally met 2 "Christian witches" (essentially Christians who practice Wicca and still worship the Christian god) and have heard of others. It's not impossible to combine the two paths.
If you practice Wicca and follow the Wiccan Rede (you can look online for the full poem-essentially our short version of the bible, because it's a set of rules set forth by the Goddess for us to follow), which tells us to "harm none," than the only danger you would face would be from other people who don't understand Wicca. We don't practice blood magick, we don't kill animals or people, we don't hurt ourselves for our religion.
You can do a circle with your friends if they are willing. You can do a circle by yourself. That's why there are solitary witches. You don't have to practice with a group if you can't find one, or don't want to.
As for your last question, there are some things you can find on the internet, and some things you don't have to go to any specialty kind of store. You don't really need a wand or athame, you can cast a circle with nothing but your hand if you want until you get supplies.
I would recommend doing as much research as you can before you start down this path. Magick is not something to be taken lightly (with you asking so many questions, I'm sure you're not taking it lightly), and any time you are looking into a new belief system or practice you should learn as much about it as you can before you begin. Make sure that it's what you want, what seems right to you, and that you are comfortable with it. There are resources on the internet, and if you can get to a library or bookstore, I would recommend "Wicca: A Guide for the Solitary Practitioner" by Scott Cunningham (or anything by him, really) or "The Wicca Bible" by Ann-Marie Gallagher. There are many other good books out there.
I do NOT recommend picking up anything that says it's for the "teen witch," because those books tend to not be as useful. They go more into the "do this because it's fun and cool," than anything practical.
I hope this was helpful :) Best of luck on your journey and blessed be.