starting with Arduino

That's pretty vague. I don't see any project specifications or design criteria. Are we supposed to just guess ? Please present more detail.
(some controllers is too vague. Which controllers ?)
Turning a light on ? (what kind of light ? voltage/current? distance from arduino ? Is it wirelessly or with a cable ?

projects in communication with IP router to run remotely some equipments like lamp, for instances.

What interface (Ethernet, GSM ) ?
Flesh out the details before you ask these questions. Most of what you describe could be done with an UNO but without more details we don't know if you are going to need the THREE extra SERIAL PORTS that are built into the Mega2560. More than likely ONE of the TWO bds could /should be an UNO.