Not that it has anything to do with equipment, (I'm jumping ahead a little bit) but, the article section of this site has some outstanding information for first time sailors.
The first thing you need to learn are the different points of sail and sail trim. (That is assuming you can make it off the dock: I guess that would be the first thing you need to learn)
One thing that some new sailors don't realize is that you can't straight into the wind. I have no idea how new you are, but this is lesson number one, or maybe lesson number two after you have left the dock.
Its amazing how many people we see out sailing, that never trim thier sails. Raise the Main, Raise the jib, sheet them in a little, and were done. Sure the boat is moving, but its not moving very effeciently.
Sorry, I left the equipment question and jumped ahead, go out have fun, make mistakes, and learn. But first do some basic reading on sail trim and points of sail.