Hi! I am also brand new to this. I haven't even got my Amazon order yet. But I'll show you what I got.
I got one multi-pack of coloured beads. It's about 250 beads of each colour included. http://www.amazon.com/gp/product/B008HCN0HI/
I got a package of ironing paper. www.amazon.com/gp/product/B0001DUB8W/
I got this set of peg boards. http://www.amazon.com/Perler-Beads-Clear-Square-Pegboards/dp/B005HZ35FK
I got a thingy for storage. www.amazon.com/gp/product/B001B0S2H6/ (This won't fit 1000 of each colour into it, I'm pretty sure, but it can keep a bunch handy while the rest stay in bags in a box).
And then what I did was I decided what my first project was going to be, and I bought extra 1000 packs of beads for the colours I would be using more of. I'm going to be making Minecraft things, so I got a pack of dark green and pack of green for creepers, and a pack of Peach for Steve's face. Anddd I just realised I forgot to get a dark brown colour for Steves hair, so I'll do that now too.
So, for example, if you decided you wanted to make Pikachu, I'd probably get a pack of yellow and a pack of black, but if you buy a multipack then you won't need to buy red for his cheeks because you'll only be using a few of them.
I also bought a pack of black and a pack of white, because I figure I'll use them a lot in any case.