First off, when learning, it's ok to use onboard sound. You can even make demos with them, but you have to learn the idiosyncracies of doing so. Like I mentioned earlier, latency will be a problem. Some avoid that by using asio4all which works in most cases. Another problem is audio quality. Aside from a higher noise floor, the sample rate may be fixed at 48 khz in some cases, and 24-bit operation is rare. again, not a biggie when making demos, but I usually avoid sample rate conversion as much as possible to avoid conversion artifacts.
Oh yeah, since onboard sound is usually line in, you will need some sort of preamp if you don't use line level sources such as mixers and keyboards. For guitars, getting a good preamp is paramount, but then again, a lot of guitar interfaces come in usb so that may be your first soundcard in itself.
Ask yourself how many inputs you require. Are you recording voice? Guitars? A full band setup? This will dictate what kind of audio interface you require. Also, remember to put your software first in your considerations. Often, it is the software that decides what computer and soundcard you will need.