Congrats on your new passion :D
as Im sure it has been said before, no such thing as a dumb question mate :)
as for the rocky, you should notice a massive difference in the quality of your cup, buying a solid lil grinder like that, after all, you will learn in your course, the importance of grind, and its effect on the espresso.
the grinder is prolly the most important piece of equipment in assuring a concistant quality in your cup.
buying beans from beanbay will also increase your experience greatly, as you can grind fresh meaning you should never have stale coffee! (as is mostly the case with supermarket coffee, particularly pre-ground).. in terms of buying green or pre-roasted, youll find that beanbay beans are roasted pretty frequently, so you will always have fresh beans. *buying green and roasting your own, not only is abit of fun, but gives you a huge insight into the process of creating espresso and also gives you the abitity to somewhat cater to your own palate.
after abit of practice that is.
Goodluck mate :)