Equipment
If you have it already, the easiest thing to do is to start playing with
scuba equipment and gradually replace it with equipment better suited
for hockey.
Mask
You want a low volume mask, both for visibility and to decrease the
chance of it flooding if it gets bumped.
Snorkel
The most important thing is to get a snorkel with a soft mouthpiece so
it doesn't hurt your teeth if it gets hit. Purges are ok, just make
sure they are soft purges. Don't spend too much money on the snorkel as
most players end up cutting the top 2-3" off of the snorkel
to reduce the drag and make it easier to clear. Some of the really
cheaper snorkels from Sports Authority and similar places are too
constricted for hockey. Make sure that the inside of the snorkel
is uniform and doesn't have a connector that constricts where the two
parts join. Another good idea would be to get a snorkel with a slender
profile to reduce drag and vibration.
Fins
If you are going to pick one area to spend the extra money and get
quality gear this is it. There are lots of different makes and models
of fins out there but many of them do not work for Underwater Hockey.
Here's a couple of tips. You definately want to get full foot fins vs.
the open heel scuba type. The short swimmer's fins and really long
freediving fins are not good for underwater hockey.
One factor that makes the purchasing decision more difficult is what your skill level is now and what it will be later. Similar to buying skis where you don't want to buy ones that are too long now but too short later as you get better, if you are new to fin swimming, you don't want to buy fins that are too stiff now or too soft later. Some beginners who have not mastered fin swimming buy fins that are too stiff for them and end up spending all their time and Oxygen struggling with fins as they try to get to the puck. On the other hand, I've seen excellent fin swimmers that are handicapped by the quality of their fins.
If you are new to fin swimming, you should probably be conservative and get a pair of that are a bit smaller and easier to learn with. This way you can focus on learning hockey instead of struggling with the fins. As you out grow them, you can always upgrade and sell your first set to a newer player.