Wreck diving, like any overhead diving is an extremely hazardous venture. You should not do it, that is, unless you know in your heart you have to.
For me - wreck diving and penetration is my love - I have to.
To get started in wreck diving - my humble advice:
Get your nitrox, advanced nitrox, deep air, and tri-mix (though trimix is not for everyone).
Get full cave certified, learn about DIR, go diving - make friends - tag along - learn everything you can - ask questions - use your head - dont be punked into doing anything you think is unsafe.
Wreck diving is about mitigating your risks - that is lessening the probablility the situation will occur, and lessening the impact if it does.
It is very gear intensive and doing it right will set you back a few paychecks. There are alot of camps on gear selection and configuration. The south east cave divers are very precise, the north east wreck divers are very practical. Learn from both.
Get a good instructor and make friends with them, observe their style, and above all never forget the risks - know when to turn, when to call it, and when to just say no.
Wreck diving to me implies overhead diving - penetration diving. Get with some folks who have many dives, not the same dive many times.
Start with a good instructor and get cave'd.