I Dont have a Oscilloscope, and thought it may be a good plan to learn how to use one before buying a second hand one off ebay, but cam across some Android Oscilloscope apps that use the mic jack on android phones
My only problem is, not know much about Oscilloscopes, what to do regards a probe!
Can I build my own? or do I have to buy a certain cable/connector/probe?
Of those, from what I have seen, only the first one shows any promise; unfortunately, it requires a bit more hardware than just a simple microphone cable (it uses a custom PCB that sends the data to the phone via bluetooth). The "practically equipped" one looked interesting at first, but it doesn't seem to have much development going on lately, and reviews are mixed-to-negative.
Really - if you want to try a "learner" oscilloscope (without spending a ton of money on a real scope - even used), one of the kit scopes from JYEtech (http://www.jyetech.com/index_en.php) would be a good place to start:
Make sure you understand that sometimes they are sold assembled, sometimes as kits (and sometimes the kits need SMD soldering); you might want to get the non-kit version (I know I linked to the kit version on that last link, but they also sell the assembled version); the difference will be about $15-20.00 USD. I only say get the assembled version because the last thing you want to be doing is trying to debugged a PCB you assembled when what you want to do is learn with it.
Something else to think about would be getting a good pair of 1x/10x probes, even for the kit scope above (though you'll only use one, as that kit scope is single channel); you'll invariably need a pair when you purchase your used scope later (unless you get lucky). So get them now to get used to using them.
Also - check out these tutorials (most of this information applicable to all scope models, but there may be some references to Tek scopes, of course):
Finally - when you buy your used scope (if you go down that route) - a few words of advice:
1) Try to purchase your used scope locally if you can - so you can test it out with your probes, and check it out in person (make sure focus, alignment, etc - all work properly); while you can buy a good used scope off of ebay sight unseen, you can also end up with junk
2) When you test your scope, be sure to test all channels!
3) 2-channel analog scopes are cheapest (see if you can also get Z input - it can be fun to play with)
4) Once you go past 2 channels or about 100 MHz bandwidth, price goes up quickly
5) Do your research - don't go for cheapest; find what others have used
I personally prefer Tek scopes (I own a 2213 - a very nice dual-channel analog scope); others prefer Agilent/HP (though again, do your research - both companies have made "duds"). I also own a nice Fluke Combiscope (dual-channel combination analog and digital scope!). Both I bought locally, and was able to test before purchase; I think I spent only $200.00 USD on each (and later got a nice rolling cart for the Tek scope).
There are also options like PC-based scopes (if you have the money, a BitScope is pretty nice, from what I understand); you can even make a crude scope using an Arduino (no shortage of attempts there - do a search on these forums, there's some nice ones out there, though they are very limited in bandwidth).
Good luck! :)