You can easily make weights for free or for very little money, if you're clever about it. It just depends on how much you want to progress physically. If you're okay with slower progression and limited options, you can skip the weights, and that works for a lot of people. Once you have achieved the baseline level of strength to execute them, certain bodyweight exercises can be far more effective than weights, but then again, you're still limited. Most lower-body exercises, for example, cannot be made intense enough for strength gains after a certain point. Pullups and dips also come to mind.
The real obstacle here is yourself. If you consign yourself to thinking that there's no way for you to get weights because you don't really have the money to spend on them, you're never going to get them and you will have missed that opportunity. Like I said before, if you put your mind to it, it's not all that difficult to find cheap or used weights, or to just make some.