I too, like many others, started with Mr. Beer.
To move to Partial mash all you have to do is "steep" at 150-155 OG, OK, and add some base malt.
All Grain, nothing difficult, you just need some equipment.
Cooler to Mash, chiller (coil of copper), and a Turkey Fryer
There is nothing difficult, but it will take a lifetime to master.
go for it.