The ruidia controllers are more high-end, and work with the lightburn software. that's more for the much larger, more professional setups.
The lightburn software is very good, but for my uses, it's way overkill. I do all my layouts on my desktop, save as an svg, and open them in k40 whisperer to burn. If you're making designs that way, you'll be fine with k40. If you are just doing small simple jobs, k40whisperer is all you need.
The lightburn software has a lot of professional options.... and you'll never need about 90% of them unless you're doing weird materials or setups.
It's basically what you pay for. k40whisperer is pretty simple, for people who design on a desktop and print on a laser. If you have an industrial shop and want to use a "big" laser, then you'll need to invest in lightburn.
As for materials... Here is a pack of MDF I got off amazon! https://smile.amazon.co.uk/gp/product/B01LMBOSBC/ref=ppx_yo_dt_b_search_asin_title?ie=UTF8&psc=1
I got that mdf pack at the same time as my laser, because it was easy. Ideally, what you want to do is go visit your local woodyard, and ask if they can cut down large sheets to A4, most woodyards have a saw they can do this on, and will cut for free/cheap.
Basically, if you can get it in an A4 size, you can stick it in and have a go! The only thing to watch out for are certain plastics like PVC, which give off some pretty noxious fumes. So far I've burned MDF, Oak and Birch with ambsolutely no problems!
Honestly, if you're an absolute newbie, and it sounds like you are, a k40 is probably a good option. It's really simple, pretty cheap and there's lots of people on here with experience with them. Take the plunge and dive in.... even if you decide it's not for you, you'll only be spending hundreds, instead of thousands.