Get a lathe first. A good lathe is usually a lot less expensive than a good mill and plenty to be learned that can be carried over to the mill later. If cost is not a concern, get both. I would not get a combo set and don't bother with a cheap tabletop mill.
I have a pretty good size piece of 1095 and one of 1060 I would let go cheap if anyone wanted but would have to be picked up. I am talking probably 3" of one and 4" of the other. Leftovers from my knife making attempts a few years ago.