Your best bet is to buy the Terasic DE-10 nano board from Digikey. The reason I recommend them, is two fold:
1/ I purchased mine from there, and I can say they're reputable.
2/ Fast and free shipping. Digikey use some very fast shipping. It's usually 2-3 days from shipping in the USA to arrival most places around the world, it seems.
To use MiSTer, you'll definitely need the DE-10 nano board. This is the main board that everything runs on. Think of it something like a Raspberry Pi, but a whole lot more expensive. This is the direct link to buy one: https://www.digikey.com/product-detail/ ... ND/6817231
There are two daughter boards available. These daughter boards are designed by @sorgelig, and a few people on the forums have been making and selling them.
Daughter board 1 is an IO (input / output) board that has various output methods, VGA, phono audio, toslink audio, etc. It's good for outputting video to older monitors / TV's where the core won't display via HDMI. There have been a few revisions of this board and more to come - I'd personally wait for this to mature a bit more before either building your own or buying one from someone here on the forums.
Daughter board 2 is a ram board. It's a small circuit board with a ram chip. This, like the IO board, plugs into the DE-10 and provides a number of the cores with ram that supports the correct timing. Whilst it's not 100% necessary, many of the cores don't work without this board. I'd recommend buying one. Check out the SD Ram thread for more information on who is selling these: viewtopic.php?f=117&t=32211
As for how they interact, they plug and play, if you buy one pre-made. If you want to make your own, you will have to solder them. I bought mine from @gagadagatika and couldn't be happier with how well it looks and how well it works.
How to start: Buy the De-10 from Digikey, download the software from GitHub, dump it on an SD card and you're good to go. There's a little more involved, but it's not too hard to figure out. Once you're happy with this basic setup, buy a ram board if you want, and you'll have access to more cores.