Don't worry about the extra doo-dads in your kit right now, but just FYI, the cable needle is so that when you do cable stitch (http://knittingonthenet.com/patterns/scarfcable.htm), you can hold some stitches in front of or in back of other stitches. The stitch holder is so you can set aside some stitches while you work on others (http://images.google.com/imgres?imgurl=http://farm4.static.flickr.com/3415/3265233054_6855f71133.jpg&imgrefurl=http://www.flickr.com/photos/lollyknit/3265233054/&usg=_jGuR6qNUaUVcDK6bVP0nilK8DE=&h=366&w=500&sz=144&hl=en&start=6&tbnid=J8rp4jhALFvbMM:&tbnh=95&tbnw=130&prev=/images%3Fq%3Dknitting%2Bstitch%2Bholder%26gbv%3D2%26hl%3Den%26sa%3DG) and the point protectors are to be put on the end of the needles when you're not knitting so that you can set it down and the stitches won't slide off (http://www.whiteleycreek.com/queen_of_the_meadow_bloom/2007/03/knitting_socks.html). With all of these, there are many different styles.
Just to elaborate a little on "the correct size" of needles: When just learning, whatever feels best is the correct size. But once you start knitting real objects, the size will matter. On a scarf, not so much, but on anything that has to fit, even a little bit, like hats, mittens, socks, sweaters, a holder for your i-pod even, then you will need to use the right size needle. The pattern directions will tell you to use a certain size, but they usually modify that by following the size with the statement, "or size needed to get gauge". The guage is how many sts per inch you're getting. So with a scarf, if it's too wide, then that's not a big problem. But with a hat, even 1 more or less stitch per inch will make it way too big or too small. So you just try different size needles until you get the right number of sts per inch. For now, with your practicing, just use which size needle feels most comfortable.
As for which stitch to begin with-- I'd just learn the KNIT stitch first, and then the PURL. By the way, once you know cast on, knit, purl, increases and decreases and then how to cast off, you're pretty much set. That's really all there is to knitting! If the videos here are hard to follow as a left hander, try looking on youtube for videos and include "left hand" in your search and see if something comes up. There are many way to knit, and if you are making the stitches correctly in a comfortable way, even if it's not quite "kosher", then who cares.
And as you can see, long posts are not an issue around here:) .