It can be daunting to get into the hobby, there are a ton of niches.
To start: where are you? I’m in the USA, so that’s where my experience is.
License: required to transmit on the ham bands; you can listen without a license.
Range: are you looking to talk to people in your city/region? If so, a cheap “walkie-talkie” style (called “HT” in the biz — best avoid “walkie-talkie”) is a good place to start. These VHF/UHF (very/ultra high frequency) radios are affordable — something from Baofeng(~$30) or similar will work just fine, though they are often looked down on (I have one — for the price, it’s great). You will have the most luck if there is an active ham scene in your area, in large part because they may have a repeater, which can greatly extend your range. Many regions will have scheduled “nets” where you just go around and chat.
If you’re looking for the ability to chat with folks on the other side of the world, you’ll want to look into HF (high frequency). This is much lower frequency, thus longer wavelength, than the handheld VHF/UHF HTs. So…the antennas take up a lot of space. Mine is 52 feet long, in the attic. And the radios are much more expensive (more like $1k new). ICOM 7300, Yaesu FT710 are popular entry level units (but you also need power supply, cables, and antenna).
That said: if you just want to listen to HF, the antenna doesn’t matter as much at all, and you can use an SDR (RTL-SDR probably works?) for listening. You can probably also find a used shortwave radio that covers some of the HF ham bands.
And your VPN connection to work knows your endpoint…
Interestingly, there’s another way of finding out if your coworker is in the office — just walk over to their desk.