Chapter 2: Blink with Arduino
Microcontrollers are different from a microprocessor. To get a feeling for the issues look at this MCU vs MPU white label paper by Atmel. Also, this discussion on Quora Quora answer MCU vs MPU and Quora answer Embedded Linux vs MCU can be helpful.
Arduino boards come in all sizes and price ranges. An Arduino Uno is easy to handle without prior experience with electronics. You can get smaller Arduino Pro Mini and smaller here. Also, the Arduino Nano is a nice board, and good collection of offers can be found at mysensors.org
To build basic circuits, you can get some Grove header Nano here.
For people without prior Linux experience, an Arduino can also be a nice tool to explore the Internet of Things as this discussion by the Smart Object team shows.
How arduino compiles your sketch
The core software skills of Arduino relate to using a C++ compiler. You can setup the build toolchain yourself work with Arduino without IDE. For example, see here how to compile an Arduino sketch from scratch.