I agree with you, Ron. I am an avid Tesla Coiler, but I really don't recommend them for learning about electronics in general. My recommendation would be to get the Learning Lab from Radioshack, or something like it. The price may seem a bit steep depending on your budget, but I can guarantee it'll be worth it:
https://www.radioshack.com/product/index.jsp?productId=3814337
That will allow you to breadboard all sorts of circuits, and eventually you can work your way up to Tesla Coils. Start basic, with passive components, then move on to basic chips (the 555 timer, op-amps, TTL/CMOS logic), and go from there. You won't regret it.
Feel free to purchase the Tesla Coil kit, but I don't recommend starting off with it.
Regards,
Matt