So, “VR” has various levels, the lowest of which is first-person 3D interactive programs like games (many but not all of which involve shooting and violence). You can pretty much see what these are like by watching YouTube video walk-throughs of games, or videos of flight simulators or other “virtual reality” games or software.
Beyond that is stuff that requires hardware.
The lowest step is probably 3D glasses that you still look at a computer screen with, but the glasses make the image look like it has depth.
A slight step in another direction are controllers and/or sensors that sense gestures that are (or can be) like what your character would do, to some degree, such as Wii controllers, or PlayStation Wand controllers, or Kinect for X-Box, though those tend to be game-oriented.
If you are interested in getting more than those sorts of things, I would suggest you try specific set-ups without buying them, which you may be able to do at specific locations near you (generally places that sell them). Each set of software and hardware will give you a different experience.
I would tend to want to find and try out at least one set of software and hardware that I was convinced would be worth it to me, before buying. Which is mostly why I don’t have any beyond 3D games using wired conventional game controllers and not using glasses or motion-sensors (I;m a tough customer, particularly for game designs), but considered getting a PlayStation and Wand briefly after trying a certain sword fight game in a store.