I don't speedglide but have looked into it for years, but been too young/poor to get into it.
The analogy is a lot like BASE jumping and skydiving. Speedgliding/riding/flying as it's referred to is an extreme variant of paragliding, which you would need to get into first usually. A lot of people do jump straight into it and apparently it works, but it is pretty dangerous to learn as the takeoffs and landings are much faster with a smaller wing.
Anyways you can expect minimum:
~$2,000 in training for either paragliding (P2 & P3 rating), or speedgliding
~$300-1,000 for a harness (paragliding harness typically costs more)
~$1,200-2,500 for a wing
~$500 ish bucks for helmet, radio, gear etc.
~7-10 full time days learning from your instructor
reddit.com/r/freeflight has helpful info for anyone into hangliding, paragliding, speedgliding and some really cool videos from their user base
paraglidingforum.com has even more info