Disc golf is now available for play in 8 different Milwaukee county parks, and is FREE. Although I've seen some enthusiastic players even through the winter, this is really the beginning of the season for those who want to play in a league or even for fun. You can see the listing of disc golf parks complete with addresses at the county parks website, but there is an even more comprehensive area map available at the Great Lakes Disc Golf Club google map, which includes parks outside of Milwaukee. The number of holes and the difficulty of terrain varies by park, so if you try one and find it too challenging or long, try another!
There are also 2 courses, Underwood Course in Wauwatosa, and Grant Course in South Milwaukee, with only 3 holes and far less challenging terrain designed with people who are beginners or have a disability. If you click on the link, you can even find additional links that include photos which show you where the holes are located, which can be helpful if this is really your first encounter with disc golfing.
Great Lakes Disc Golf Club is the best place for information about club membership, leagues, or probably anything else disc golf related.
You will have to bring your own discs, however there is a vendor, Madhatter Disc at Estabrook on Wednesdays that can sell you whatever you need to get started. And if you're there, don't forget Estabrook Beer Garden which is now open for refreshments!