If you're anything like me, you've already busted that package open and got to work. It should have all the basic tools you need to get started, but fly tying (as oppossed to jig tying) kits usually only have 2-3 colors of marabou and chinelle (the main two materials for tying jigs). Black, olive, and possibly brown. I started the exact same way. My wife got me a fly tying kit for Christmas. I love fly fishing, so I thought I'd enjoy tying flies. Not so much. It was WAY too hard at first, so I quit. A couple months later, I was reading on crappie.com about tying jigs and since it looked easier I thought I'd give it a try. Now I'm smooth addicted! Only problem was I had to buy jigheads, chart./pink/white marabou, some powder paint, and more chinelle. So if you want to try tying flies too, you'll love the kit you bought. But if you're just wanting to tie jigs, a jig tying kit (or buying the materials seperately) would be more cost efficient. If you decide to take that one back and try something else, PM me and I'd be glad to help (Lord knows the guys on this site have helped me a ton). But like I said, the fly tying kit is not a bad way to start if that's what you decide to do.
Either way, don't use head cement on jigs. Go to Wal-Mart and buy some Sally Hansen "Hard as Nails" clear fingernail polish. It will help your jigs hold together so much better!
Jeremiah 16:16a "But now I will send for many fishermen," declares the Lord, "and they will catch them."