I would suggest Learn By Doing as soon as possible. So you need an Arduino and some electronics parts and subassemblies to learn and work with.
The big USA suppliers are http://adafruit.com
If you need to save money and can wait longer (I hate that!) then go to http://ebay.com
and type "arduino starter kit" in the top search. I see "27 results found for arduino starter kit " and if you just type in Arduino and wait, you'll see lots of suggestions.
Then, you probably want a "Motor Shield" that has the L293D circuit on it. Search for "Arduino Motor Shield" on Adafruit etc. or Ebay.
But start on simple stuff, switches and LEDs etc. until you're comfortable with writing 'Sketches'..
In the EXAMPLES that come with the Arduino download there are some for Arduino <-> Processing..
If you're just starting on Arduino, PM or email me and I'll point you to my (Unfinished!) Educational Website.
But: Get Started!