Re: I received my Combo Kit in , now what?
This whole thing probably sounds like we're speaking mandarin but:
Backing goes on the reel first. You'd want 20lb Dacron or Micron. I don't know how much backing your reel will take, plus room for fly line, but it should take at least 50 yards so put on that much. It's usually sold in 100 yd spools for about $7
Fly line: As other folks have mentioned, fly line comes in different weights (6, 7 etc), tapers (double taper, weight forward) and densities (floating, sinking, sink tip etc.) You want to match the weight and taper to the rod you've got and the density to the type of fishing you'll be doing. A floater would be the best all around choice. The weight and taper are designed to load the rod when casting. Since the fly doesn't weigh anything, it just goes along for the ride. Your rod is rated 6/7. This means either a 6 double taper, or a 7 weight forward would likely be the best choice for easiest casting. No need to get a $70 line, but getting a decent fly $25-30 line would be good. Here are some to look for:
Scientific Anglers Air Cel Species Specific Trout (sold as “6/7 weight”) floating $25
Scientific Anglers Air Cel Supreme 2 (in a 7 weight forward taper or a 6 double taper) floating reg $40 but you can find it on sale for $30
Cortland 333+ 6 double taper or 7 weight forward floating $30
Leaders are tapered in diameter so that they are able to transfer energy from the fly line down the leader to the fly when you cast. The taper allows the leader to extend out past the fly line when it lands. If it wasn't tapered the fly would just collapse in a pile of leader at the end of your fly line. They have a heavy butt section where they attach to the fly line, and taper down thinner and thinner to the end where you can attach a fly, or a short (24" length) section of tippet. You'd want a 9 foot long, tapered, knotless leader that tapered down to 4X. The "X" refers to the diameter (not the pound test like regular fishing line, or weight like fly line). Look for ones from RIO, Umpqua, Climax. They'll run $3-4. You'll also want to add tippet. If you don't, and just tie the fly to the leader, every time you change flies, you'll be nipping off the tapered leader and moving up to thicker and thicker stuff.
Tippet- This is flexible, limp mono that you add to the end of your leader. As Wtex pointed out, you add a short section to the end of your leader, and you pick the diameter, or "X" size tippet based on the size of the fly. Higher numbers X = thinner diameter tippet. Small flies get thin tippet, larger flies get thicker tippet. For trout, your flies will probably be a mix of different sizes from small 18 dries, medium size 16-12 dries, wet flies and nymphs, to larger size 10-8 dries, streamers and weighted wooly buggers. So you'd probably want to add some spools of 30 yard tippet in 6X, 5X, 4X, and 3X at about $3-4 each to cover all the different sizes. Look for names like RIO, Climax, Umpqua.
As for help in that area, it's been years, but you could check at the RV Campground or Western Auto in Ruidoso. They sell , or at least used to sell fishing licenses, and may have some fly tackle, know where you can get some, or know someone that fly fishes.
If there is no one local that can help, you might also consider buying online from a fly shop instead of sight unseen on ebay. That way they might even be able to talk you thru some of the purchase, and you'd be able to get it all in one shot. You might even be able to talk them into attaching the backing to the end of the fly line and the leader to the front of the fly line. All you'd have to do after that would be to tie the backing to the reel and wind it all up.
If there's a local library any where around they might have an intro book on fly fishing, or you could order one online from Amazon. LL Bean and Orvis both have good FF intro guides and those Idiot/Dummy books on Fly Fishing are all pretty good and inexpensive.
There are also a ton of on-line resources if you do the google thing on "beginning fly fishing 101" and folks on this board are very helpful, so ask away as questions come up, and browse some past threads.