Please help. New to smartthings and I’m not sure what to do first

You should get the newest generation of the hue bridge if you are going to use hue bulbs. This is the square one. There is an older generation which is round, but don’t get that, it is no longer being supported.

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As for why you should get it, see the FAQ:

FAQ: Do I need the Hue Bridge/Hub to Use a Hue Bulb with SmartThings?