A few thoughts
1) Digital VS Physical.
GW is right now far more active in updating and fixing things than in the past. In fact a wave of updated Errata/updates only went out about a day or two ago. As a result many argue that digital books are better as they get updated with the changes, whilst physical will require you to carry a print out of the info from the
GW website.
Personally I prefer physical material when it comes to reference as its much easier to flip back and forth with speed. It also means that your book (and all your rules) don't suddenly vanish because you left your wi-fi on on your tablet and the battery just died on you.
That said its purely your choice in the matter.
FAQ/Updates/Errata
https://www.warhammer-community.com/faqs/
Note scroll down a little to pick Sigmar from the banner of options.
2) What do you need to play - this will sound more complicated than it really is - trust me!
So to get started you want the Nighthaunts Battletome. That contains all the lore, the rules and stats for your army. It contains their spell lores, their abilities, faction specific stuff and their alliance options.
From there if you want to take allies you can look up the various alliance groups that you're allowed to ally with. Note that the warscroll (stats) for each unit is now on the
GW website under the tabs for each model on the store. So you can check out the stats for ally units without having to get a further book.
Points are also in the Warscroll builder found here:
https://www.warhammer-community.com/warscroll-builder/
Which you can use to help you build your army (it will require you to have the battletome to help it make sense as to what you can/can't pick).
After that you'll want the games core rules which are online on the store
https://www.games-workshop.com/en-GB/Warhammer-Age-of-Sigmar-Rules
Or you can pick up a copy of the big rule book - which also has all the lore, battleplans (missions for games), alliance abilities etc...
The Generals Handbook is also worth getting if you are going to be playing matched play (points and balanced games).
3) Malign Sorcery - this is a new thing for 2.0 in the form of Endless Spells which appear as physical models on the board. The are a neat twist on the game and factions are also getting their own specific Endless spell too (Nighthaunt will be one of the first to get their 3 unique spells).
The Boxed set gives you the rules (which are also found in the Big rule book) for Endless Spells as well as the stats for all the current Endless Spells (barring Balewind Vortex); the realm specific spells and artifcats - and a single model of every current Endless Spell that is not faction unique (barring Balewind Vortex).
As a boxed set its cheaper than a Getting started kit and contains a lot of content. At this stage the Endless Spells are proving to be rather popular and are likely going to stick around so its well worth getting the boxed set. The Realm Specific stuff is a bit more debated on if people do or don't use it so its more optional, but since the rules for that come with all the Endless models its easy to take or leave as each game dictates.
4) Note for allies there are restrictions - only 1 in every 4 physical models you take in your army can be an allied model (this is done to basically stop players taking a few big beasts from their own faction and then loading up on lots of grunt troops from an allied faction); and a points restriction (varied based on the points of the game - eg at 2K points its 400 points of allies)