Introduction
 

What do I mean by "robot lab"? I'm talking about books and knowledge I've collected.
There is hardware and software to acquire. There are 'special' tools you should have. There are two parts of an efficient small lab. Facilities and the robot lab part. If you plan on being secluded I recommend to skip the robot part first. You will need plenty of coffee and cryogenic meals. Then use the extra to get a few cheap books.
I believe my private lab(the writer of this blog) is nearly complete. That's why I choose to write it.
 

Starting out

The best thing to do first is read. Robots and hardware are tempting at first. If you don't already have them, more are not worth your success.
Determine if electronic reading is possible. I'm currently looking at Robot Programming 2016 by the Hughes couple. I also recommend Linux Robotics. If you cannot afford an ereader, these books are fairly cheap. It will be VERY important that you find an epaper reader. You will be staring at screens for 20 hours a day....

Hardware

Robots are a fun investment. They can be very entertaining, but that is not their purpose. It is our job to provide the world with success in robotics. The saying goes "If you want something done right, do it yourself." Most businesses will sell you a robot toy. It becomes discouraging at some point. However, like Hughes says in Robot Programming - a real robot can be reprogrammed.
I don't recommend looking at too many computers. If you want to build a "successful" robot lab, you will not have any more money for VRs and computer games. Maybe you will get lucky and inherit something.
I recommend you build your computer or buy a laptop. You should focus on Debian or GNU-Linux in general. Your main computer should be powerful enough. Try to limit this to one main, epaper reader, and at least two SBCs. For SBC, I recommend Pi and CHIP. Pi 3 or 4 is nice because it takes about 5 minutes to put together a sweet Python Flask server. That should cover your computer needs minus any fans or dongles.
For basic robots, focus on platforms. Sparki and mBot are key examples of Arduino platforms. I'm afraid most other robots are very expensive. If you prefer controller based robotics, you can always IO a direct link to cheap IR robot toys. I never found that satisfying, but I'm not much of a hacker. You will probably come to enjoy and appreciate various sensors. Sensor readings are like roboticists spiritual siblings - also, hands off my tricorder.
The rest should be self explainatory if you've been reading. Make sure to have the right cables, adapters, and such. I do NOT recommend batteries. If something has a battery, ignore it. They are both dangerous and expensive like blackholes in space.
 

Software

There really isn't too much to say about software. If you're building a lab, you should focus on freeware. Free software will keep you out of trouble. It isn't majorly updated once a year, and it's usually reliable. So I would stick to Arduino robotics. You can program most things in Python. I realized Flask could wrap Python-flask into a server recently. You don't even need html. You may want to include a few <br/> breaks to your files. HTML documents aren't a must. Flask handles most Python-flask(which references the HTML toolbelt) without a need to build HTML. Run ifconfig and connect to your pi address over a 0.0.0.0 host WLAN. I read a lot about people who start out a project with similar questions. Everyone does something different, but no one can really answer the question. Some people want sensor bots, or talking robots, or a movie robot, or something else. If you're building yourself a laboratory, you should NOT have a main focus. You should remember that everything will be expensive. You can rely on ssh, servers, programs, and other resources to help you out. You won't spend half as much time as you will with your wallet.

 

Morale
 

You could play video games or buy robot toys to entertain you. There is an interesting alternative. Deskpets

Deskpets are usually small entertaining robots that keep you company. There are not many powered via USB. However, you could also make some out of Arduino or Pi0. You can decide how to keep them on. Deskpets shouldn't keep your attention, but they should make you feel like something is lurking in your office. You could also buy a Roomba, but that makes my head hurt.
I never said you need to live on a space station. It's just an important subject if you plan to dedicate your life to robots or science.