Tick anything you already have, in any order. Quests unlock once this is done.
A set gets you a running train the first evening, which is the thing that hooks people. Buying track, stock and a controller separately usually stalls before anything moves.
2 things left above. Quests are real things you go and do, so they only make sense once you have what you need.
First one waiting: Get a starter set with a train and track