If your only starting you will need some components to run the samples included...
It very much depends on what example you want to play with... here's some essentials...
Level 1: (the very basics)
Leds, Resistors, Caps, some type of sounder (piezo sounder it probably best)...
Level 2: (starting to experiment)
LCD and possibly a 4x3 or 4x4 keypad...
Level 3: (now your cooking)
By then you will have picked a project and will know if you need any extra parts...
Values of components can vary but be sure to have some resistors to limit led current, these normally range from 220 to 470 ohms...
A few caps are always useful, 10nF, 100nF and a couple of electrolytic 1uF, 4.7uF and 10uf... to start...
And possible a couple of transistors/fets...
Have a look at the examples and pick what you need from them...