Yes the glowplug will be included with the shockwave. The glowplug is like a spark plug and sits in the engines head. The igniter is used to heat the glowplug so it will fire when you start the engine.
Here are some tips since you said this is your first nitro car.
First off no matter how excited you may be DO NOT take it out of the box and fire it up. Bring it inside and check every nut, bolt, clip and fastener on it. Especially the wheel nuts. Blue loc tight every bolt that goes into metal. Check tightness on all screws that go into plastic. Do not torque on these screws. They will strip out. They should just feel snug or tight.
Check your spur gear mesh. Hold the spur gear and rock the clutch bell with your other finger. It should just barely move, you should not hear a heavy clicking of it rocking between the gears. Once your mesh is right, back out the engine screws one at a time. Back them out just enough to drip a few drops of blue loc tight on and then tighten it back up.
Don't forget to make sure your throttle linkage is on good or you will witness your brand new buggy on auto pilot.
Adjust your exhaust so it is as low as possible away from the body. You will still have to trim the body a bit above the muffler since it will start to melt right away.
Have a good understanding of what a pullstart feels like before you flood the engine for the first time. Before you even put fuel in it, pull it and feel the resistance. It's common to have to put some pressure on the car and hold it down when starting it, but if your yanking it out of your hand the engine is flooded and the next post you will be making is "my pullstart broke".
These are some of the most important things to do before breaking in your car, it will be a great learning experience for you. I'm sure you will stumble along the way but this forum is great for helping people out with their problems. The shockwave is an excellent 1st nitro buggy. It's not too complicated to work on and the engine is easy to tune. In response to your other post, it should run depending on temp and tune about 34-38mph. I would also advise that unless you live near a hobby shop that stocks Redcat parts you may want to order a replacement spur gear at the minimum so you'll have one on hand.