Zubba,

First you would probably want to get a video of whatever you wanted to mount first. The video will most likely show some of the tools you will need. Most of the kits will come with all the supplies you will need.
Downfall to kits is they will only come in certain sizes. You could start that way but i would eventually get everthing seperate and you have more choices on quality.
If it was me i would start with deer, it doesn't have to be a buck it can be a doe, your pretty much just practicing on the first ones anyway. I'm sure you will mount more deer for yourself than have 20 squirrels on the wall.
Also get some reference photos before you get started.