Everything I've bought I've bought it from China, from a webpage called dx.com.
One of my favorites, but not for everything!
Also look for Yourduino (shipping cost but fantastic prices on most parts and assortments. Great support!
Also a favorite for selection is Futurlec, I just got a bag from them yesterday -- $30 total.
Also a favorite is DIP Micro for deals there and quick shipping to me.
Now, should I continue buying? Correct me if I'm wrong, but I think I should work with what I have right now as much as possible and save money. After that I should buy more complicated things, like microcontrollers alone, boards or whatever and continue. What do you think?
You have enough to learn more than you know. You might at times want to get more values of resistors and capacitors and like -- just keep shopping for smaller assortment packs, 10 or 20 each of many different value parts. When you get resistors they will be rated in Watts as well as resistance, a 1/4 W resistor can only handle so much drop before it Smokes. I doubt that a pin can burn one but take care using it in a power circuit. In a 200 resistor assortment, they cost a penny or two each.
I started out with about 20 bags of extra parts and every project it was get the bags out. Then at Harbor Freight I saw parts cases with big enough compartments to fit resistors, etc, for about $4 each. I got 4 and almost filled 3. Bigger parts/modules, I keep in plastic storage boxes, some were packaging for things I bought and others were on sale somewhere.
I programme without problems, I've been programming for years in contests and everything, but I'm starting in the world of Ohms and those things XD. So my problem is usually the hardware, not the software, and knowing how to make things work. Most chinese products come without information and you need time to look for the info. Once I know how the thing works I do not usually have any problems programming it but I do lack the fundamental knowledge of electronics and microcontrollers and soldering and what do I need to build something and basicly everything ;).
Some things about coding microcontrollers is very different to PC's as you know them. Like the small environment and lack of OS. It's just nostalgia for me, I worked on smaller and vastly slower machines in my starting years.
However, there's some things I'd like to buy and I think would carry me little by little to the advanced path, and those are Arduino Mini Pros, they cost like 4$/3.5$ where I buy them. (http://www.dx.com/es/p/produino-atmega328p-improved-pro-microcontroller-circuit-board-works-with-official-arduino-boards-300824#.VWCUOkaVPSM).
Could you tell me what to buy to start in the world?
I mean, I do absolutely need a solder, I know that, but what else? Can I start working just with some microcontrollers and some boards to put them on? (ok, put some capacitors and resistors there).
You need a multimeter. You can test circuits with one and avoid burning pins and boards.
Really there are people here with lots of advice, much better than I can give on the subject.
Try heading down to The Bar section of the forum and ask what you should get.
There is one member of the forum who has a series of hardware tutorials up on Youtube.
There are also many many many electronics tutorials on the web. If you don't understand the terms they use, you may want to go through some physics tutorials on electricity, Hyperphysics site may help there.
Take as long as you need. You just found out things to look for today and that will change what you see.