How to select hardware for my Arduino board?
For your first project, power the Arduino Uno with the USB cable and use everything at 5V.
There are tutorials which guide you step-by-step to make something. The Adafruit tutorials are very good.

The HDC1080 is a sensor that works at 3.3V and at 5V. That means you can use it with the 5V Arduino Uno without problem.
This Tindie HDC1080 module points to a HDC1080 library on Github. I suggest you try to make that work.

If you can not get data out of the sensor, then you should start with something very simple. A few leds (with series resistors) or a LDR light sensor is fun to start with.

As soon as you start using higher voltages (for example 12V) you might consider buying a spare Arduino Uno, because the Arduino Uno will be blown when 12V touches one of the pins.

Be also careful with sensors that can only handle 3.3V and not 5V. Since the Arduino Uno runs at 5V, a pin of the Arduino could feed 5V into the sensor and damaging the 3.3V sensor.