Pflueger has been around for ages and Basspro has a good reputation. It will probably get you playing the game, and give adequate performance. One thing to look for is that it's a weight-forward line (often shown as WF). That will be easier to cast for a beginner. The clerks can help you with this.
I started with a similar kit from another manufacturer. It worked fine for trout, bass, bluegills, etc. If you were going after a species like carp or striped bass that runs a good distance when hooked, you'd probably want a better system as the drag on the starter kit reels is not going to be up to those standards. Also, it would not be suitable for saltwater if that's where you're going to be fishing.
There's an old bit of wisdom that if necessary, skimp on the reel before the rod or fly line. The cast is fundamental in flyfishing and the rod and line can help. If you want to upgrade or decide that you'd like to begin with a little bit better quality, bear that in mind.
By the way, anything you want to know about flyfishing can be found on this website:
www.flyangersonline.com. It's beginner's section is great as well as the section on knots.