Personal experience as a hobbyist with a Jet 949. Skip most of the sets. I have a wiggler but rarely use it. I use a brand name edge finder. Skip the 5C collet set, way too few sizes. I like using 5C collets on the lathe, but I've never used them on the Mill spindle. Spin indexers commonly do use them. Actually on my R8 spindle I rarely use other than ¼, 3/8, ½ & 3/4" collets. Those are the sizes of most of my tooling. I do have an ER to R8 collet holder but it is because I use ER40 collets on the lathe not really a requirement for getting started on a mill. Quality collets aren't cheap and it takes a lot of them to be able to cover all the sizes. Truth be known you won't use most of a complete set. Get a good drill chuck. I've got both keyed and keyless and prefer the keyless. I can always use the wrench on it if I'm thinking of abusing it. I use screw machine bits far more often than jobber length or aircraft types. But you will want a 115 pc. set of name brand jobber bits also. You will need taps. Do Not buy a cheap set of taps. Nothing worse than having to get a broken tap out of an expensive casting. I like spiral taps.
Now for the things that just make life easier but not required to start. X & knee power feeds. It takes a lot of cranking of the knee each time you switch between say an end mill, reamer &/or a boring head. I'm old and lazy! I put a 3 axis DRO on my mill. Really like it. Speeds working and reduces errors. And last, buy as needed, used can be good or a POS, can't tell by the ads. Some Chinese stuff is OK, some pure junk.
There will be a lot more items you will want, some day. Rotary table, tilt table, indexing head, spin indexer, tool cabinets, bench vice, bench grinder, tool & cutter grinder, sanders..... $$$$$$$$$$$