Hi. I recently bought an arduino. Yay !
There are several models of arduino (eg Uno, Pro), and several companies bundle together the arduino with a variety of basic components.
I chose the [Sintron] RFID Master Kit with Motor Relay LCD Servo for Arduino AVR Starter at around £ 50. [update October 2014, they're around £35 now]
However, my kit came with no documentation and the components were not labelled.
I had to search the internet for each component that I had been sent, looking for pictures of the thing I was holding, to find out what it was and how to use it.
There was an astonishing lack of pictures on the arduino.cc website. I'm guessing that experienced people know the pinout values of the thing they're holding ? But I didn't.
I doubt that I am alone in this, so I have put online my investigations and results, with pictures throughout.
If you find any of this useful, a quick note of thanks in the comments is always welcome.
This is the Arduino kit that I bought (after a few days of rummaging through it).
A variety of resistors, LEDs, and some cheap and cheerful components.