As for climbing, you don't need a $200 climbing harness you can tie your own Swiss seat out of rope ($2/ft.) and buy a couple of snap links ($4-10/ea.). I would buy a lower-end harness for $30 though.
Spread out over several seasons that is as close to "nothing" as you can get, and is well within reach of any person with a pulse.
35 years ago I played DnD with a single AD&D 2e player's handbook and DM's guide shared among us all, campaigns and items out of Dungeon Magazine and Dragon Magazine hand-copied from issues at the library, and a player miniature made out of a film roll canister that I used whiteout to paint a design on. Our greatest individual expense was dice and I think those were less than $10 for a set.
Hobbies are only expensive if you let them or want them to be.