First of all, welcome to the forum, Tom. That looks like a nice saw from the picture but unfortunately I can comment any further on the saw itself. I have a Pegas and have been completely happy with it since it was purchased. There are many members here that have experience with the RBI and I'm sure some will chime in to provide you with advise.
As far as blades, again that is more of a personal preference. Again, I like thee Pegas blades and purchase mine from Denny at Artcrafterslonline.com. Denny is a member here also. He has good prices on blades and can work you up with assortment packs if that is what you're seeking. Other members here will recommend other blades (Olsen, Flying Dutchman, etc.). You choice of blades will depend a lot on what you plan to cut. Thicker pieces of wood require heavier blades whereas thinner wood is typically cut with thinner blades. I, personally, cut portrait type pieces and generally use the smallest of blades. (2/0, #1) Scroll saw blades are 5-inches. The "size" is measured in thickness/teeth per inch. The higher the number, the larger "thicker" the blade. Again, Denny at Artcraftersonline.com can help a lot with blade choice when you determine what you want to cut.
When you start cutting, be sure to share pictures. It inspires us and often times courteous criticism is very beneficial in your education of learning to scroll. Personally I will say the members of this forum have a vast knowledge and have learned a lot by just reading their many posts. Don't hesitate to ask questions.
Happy scrolling.