GPEN is not for the faint of heart. It is super technical. My co-worker and brother have taken the course and they both were both dumb founded by the amount of technical information. They are both well experienced and certified individuals, and are not stupid in any way.
As a holder of two GIAC certs and one on the way, with one self study and two courses, I can safely state without any previous experience it may be near impossible to pass without having the SANS course ware.
With that being said, there are a lot of options when going for a SANS course. You can do OnDemand, Self Study, life training, and even work study at live training (where you work at the conference, get the training, materials, and certification attempt for around $800). I think if you are starting off with no experience, then it would take all of your being to do self-study to bring you up to a level where you would be lucky if you drowned in the level of technical details the course offers.
I do not know your experience or commitment level, but you could probably do well to self-study and do the GPEN course. If you are looking for a more long term and lower budget option, you may want to go the self-study route for Security+ to lay the security foundation > CEH to lay the pen testing foundation with methodology and tools > GPEN.
I would also recommend Counter Hack, because it is a good read, and it not only gives you a lot of the hacker tools and methodology, but it also gives you insight on how to defend these tools. You would also do well to start learning some of the tools like NMAP, Wireshark, Metasploit, and Cain and Able. Heck, just start playing with anything on http://sectools.org/