Hi MissTwist, what you should buy first really depends on what particular aspect of BDSM interests you most.
You should look at a few kink videos to get an idea of what you think you might like and then browse the BDSM section of the EF inventory.
(you can watch little kink video clips free at FetishBox. <-the link is NSFW and some of the videos are a bit on the extreme side of things, open with caution if you're not alone. )

If you don't want to take the time to do that though, there are a few kits on here that have some basic things like cuffs, a flogger, and a blindfold that might work to help you sort of dip your toe into the water so to speak.
a comparison of all such kits I could find
Some look better than others so be sure to check out a few reviews and always play safe. ^_^