You are not the only one want unusual pets. My cousin's wife wants to have jellyfish as pets after they visited a large aquarium.  Aren't all these sea creatures amazing?
Ram is right. Wanting to have some pets is one thing, to have the knowledge and budget to keep them is a totally different story. We always recommend people to do extensive research on what they exactly need to do before even get started on where to get the actual pets. Having experience of keeping a freshwater aquarium then a marine aquarium with fish will definitely help. At least you will know how to keep the system free of ammonia and nitrite. 
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