If you are hopping on for the first time, then yes, that's how it is.
It's probably the tenth, but I get to this point and get utterly discouraged every single time.
I could write a mountain of material on how to start from nothing, but at the risk of overwhelming you.
Don't get demoralized. What you need is a plan: how to build your system in manageable steps, with each step
giving you something useful.
What helped me, with my particular situation, were some early decisions:
* connectivity: connect all instruments to a LAN; get ethernet-to-serial/GPIB adapters where necessary;
* time vs money: spend my money on test h/w; spend my time writing s/w;
* software: use freely available s/w like GNU tools, that will run on any platform I have available (Linux or Win+Cygwin PCs, rpis);
* track and manage: maintain a list of all the tasks as they come up: past, present, future;
* track and manage ALL the tasks: buying components, writing a piece of code, choosing a new test instrument, installing software on a new platform, whatever;
* track and manage EVERY task: maintain a directory with files that show: what's done so far, what's worked and what hasn't, what to do next, what the actual outcome was;
this can be simple and brief, or involved and detailed, depending on the task; if it gets too complicated, break it down into sub-tasks and track them;
Start with something you want to do now. What is the simplest, easiest version of it that will give you something useful? As you get into it and make progress,
your ideas for the test system you ultimately want will take shape.
Track what you're doing. It's easy to get lost and overloaded by all the detail. You need a way of working that manages the detail, and avoids cognitive overload.
That way, you maintain your morale, keep making progress, and enjoy the results along the way.