Yeah, I echo what the others have said, you can't go wrong with uni-thread. However, buy the 6 and not the 8 - you're just starting & the 8-0 might be too fine.
I would suggest black & brown, this will allow you to tie a lot of dries & wets, if you can afford it, you should perhaps get olive as well, however, as your starting you don,t have to match the head to the body.
When you're first beginning, it is best to buy a few books & figure out which flies you would like to tie, then buy the materials you need for them. Don't go out and buy what you might need as, you will no doubt not really need it - this type of buying can become very expensive.
I don't know what the others think of this, but perhaps you should buy a starter pack. I know verniards do one for £15. The materials will be pretty poor, and you will not get a lot of them. However, it's a great way of getting many materials fast, and thus, deciding if it is truly something you want to invest in. If you don't enjoy it - it only cost you a little sum of money!