First project, what components do I need? (Temp controlled fan)

What you are trying to do has been covered many times in the forum and on the web; so many similar examples around.

Suggest you start with an Uno board that allows you to fit a lcd shield which also has buttons on it and needs no extra wiring.
It you prefer a remote lcd then you can buy just a lcd and connect it with wires.

For the Sensor, use a DS18B20, many around, the ones pre wired in a metal case probably the better than just the component. You also need a 4.7k 1/4w resistor for its complete circuit.

For the PWM fan you need a simple transistor or logic level mosfet, again a simple seach of the forum has many examples / diagrams.

Also buy yourself a breadboard and a bundle of jumper wires for making up this and other circuits you will develop.

links to typical parts -
http://www.ebay.co.uk/itm/1PCS-DS18B20-DS18S20-Arduino-Sensor-Waterproof-Digital-Thermal-Probe-WST/391392795480?_trksid=p2045573.c100505.m3226&_trkparms=aid%3D555014%26algo%3DPL.DEFAULT%26ao%3D1%26asc%3D20151005190540%26meid%3D2f64984badd1499c9ef125bcb3ed7bf6%26pid%3D100505%26rk%3D1%26rkt%3D1%26

http://www.ebay.co.uk/itm/LCD1602-Arduino-Compatible-LCD-Keypad-Shield-2-x-16-character-display-CHIP-150-/371581790642?hash=item56840029b2:g:rs8AAOSwMmBVnWkB

http://www.ebay.co.uk/itm/Breadboard-Project-Starter-Kit-with-Power-Supply-and-Jumper-Wires-/121986214328?var=&hash=item1c66f1e9b8:m:mzlCvucokln4xlnO9dTloDQ