How to get started?

They're not really comparable... much as I hate cliches, they're apples and oranges. That DFR one is a robot, so the kit has a specific purpose, whereas the starter kits have no end-project in mind. Starter kits teach the underlying concepts and get you going with various inputs (sensors) and outputs (leds, motors etc) which are the building blocks you need to do any "real" projects.

I'd go with the starter kit, or "a" starter kit; Arduino's isn't the only one but it has the advantage of its own forum.