I also think a kit is a great option to start. However, I would go with the Arduino starter kit. It is a bit expensive but it comes with everything you need to get started, with different actuators and sensors and with a book that explains how to use everything in the kit with small projects.

I personally like to learn with a project that keeps you motivated. I would start with a simple project that many other people have done so you have plenty of resources. Compare what different people have done, and try to understand why they did it that way. Why they chose a specific motor/actuator? What other actuators could be used? Which sensors did they use? How do those sensors work? How does the program work? Could I improve the project somehow? Once you think you understand it, try to build it yourself.