Here is a nice introduction for you - there are very reasonably priced entry level steering packages, but as ever you may wish to have invested a little bit more once you have tried it and realize that it is kind of addictive.
I myself still have a Logitech G25 from 2006 (!) which had been catching dust for a decade because I just didn't like the table mount in front of a monitor thing.
But VR is a completely, and I mean COMPLETELY, different story - even with my 12 year old entry level steering wheel it is just a shitload of fun to play a racing sim ! And at some point in time I will upgrade to get a system, which provides more recognizable force feedback on the different types of feedback (curbs, road conditions, aquaplaning, etc.) and has a steering wheel feel which is sized 1:1 to a real life steering wheel. But that obviously will have a price tag of something slightly north of 1,000€. So for the moment my good ol' G25 is still running the show...