No, You don't have to buy a mushroom kit if you have substrate material on hand. I recommend a starter mushroom... the Oyster mushroom which will grow on wheat straw , paper, coffee grind, cardboard, etc.
You need to buy spawn... search internet on oyster mushroom spawn. Mix sterilized substrate material and spawn together and put them in a plastic bag in the dark, then forget about it for a month or so. When the substrate covered by moldy white... that is mushroom growing... good sign. Take the bag out of the dark, Cut a few slot on the bag to increase air flow and mist if the substrate is too dry. The mushroom will pop up.

I'm growing my first indoor mushrooms as well (the glow in the dark kind). The above is pretty much exactly what I did after reading the instructions.

I drilled into my hardwood substrate, inserted the pre-innoculated plugs, put it in a rubbermaid container with the lid closed along with enough water to keep the wood moist, and set it in the corner for a month and a half or so.

I now have it spreading across the wood, and I've gotten a cheap aquarium to turn into a terrarium to let it grow in on a shelf to show it off.

The terrarium should help keep the humidity levels high enough for it to stay happy.