Hi, welcome to the wonderful world of R/C flying. The best advice I can give you is:

1) Find help locally. This can be any combination of a local hobby shop, a local flier, and a local club. You will have questions that can best be answered face to face. The local help is critical for taking a bunch of parts, turning them into something flyable, and having them last for more than 15 seconds. If you want to fly with a local club, most likely you will need to join the AMA http://www.modelaircraft.org/

2) Buy a good trainer, radio, and engine. Read through some of the threads here in the beginners forum for ideas on which ones are best. As a beginner, you should buy from a local dealer if possible. Then you can get help when you have questions. If you have no local dealer, buy from a well known online vendor. It's best to avoid auction sites for now, it will be hard for you to be sure you get what you need.

The instructions that come with the trainer will help you learn which parts go where. The radio will come with everything you need for it, including servos, crystals, batteries, switches, chargers, etc. The instructions will explain these pieces. The engine will also come with instructions. Supplement these by reading some of the threads in RCU on the subject of breaking in an engine. Personally, I suggest that a beginner who is not experienced with glow engines not start their engine without local help.

3) If you have specific questions, search first and if you can't find the answer, ask away.

Oh, here's a couple sources of information. Go to the Sig site. http://www.sigmfg.com/ Once you have entered, click on News & Information. Then look for the Questions when getting started... link on the left side. Another source is Tower Hobbies, www.towerhobbies.com. Look on the left side under the R/C Resources heading for "Getting started in R/C". It will take you here: http://www.easyrc.com/