Hello Doug,
The Andrea paint set - the one with the knight - was my introduction to painting figures with acrylics. You will find it an excellent start. As you acquire skills you will inevitably acquire more brushes and paints. This will happen sooner than later, so plan on their acquisition once you start working on the figure included in the set. IIRC, the set only includes one brush. Ditto for tools if you don't have them already.
I have used both Andrea and Vallejo paints for years now and have found little, if any, real difference between them. They are chemically compatible, intermixable, and dry flat - although side-by-side I have found most of the Andrea paints to be flatter.
One issue involves marketing - Vallejo paints are marketed as a hobby paint and there are over 200 (?) colors in the line. Andrea paints are marketed as a figure paint - there are only 60 colors in the line, plus a few new skin tones (which may not be available separately - I'm not sure, I haven't looked in a while). Here in the US, I find far more shops carrying Vallejo than I do Andrea.
I'm sure you are also aware of the differences in technique between oils and acylics. The Vallejo web site has a couple of excellent 'how-to' articles on using their paints. It is equally applicable to Andrea paints.
HTH and good luck with your efforts.
Cheers,
Glen