When you're just starting with artificial lighting, one of the first things you'll run into is the issue of sync speed. There are a couple ways around this, and this helpful video talks about them.
Coming to you from Manny Ortiz, this great video discusses using ND filters versus a flash with high-speed sync. The problem is that most cameras can only shoot with flash up to a certain shutter speed, normally somewhere around 1/250 s. Because of this, if you want to shoot at wide apertures, you'll frequently end up overexposing, particularly when outdoors. There are two ways around this: using an ND filter to cut down the exposure (and adjusting the flash power accordingly) or using a strobe system with high-speed sync (or some brand's variation on it). I generally prefer a light with high-speed sync simply because it's one less thing to worry about and it's easier to focus without an ND filter on the lens. It's not perfect; you sometimes risk slightly uneven exposures (though I've truly never noticed this) or reduced power range, all depending on the manufacturer-specific version, but it fits my needs. But if you're shooting video or also doing long exposures, you might prefer an ND filter (or both for different applications). Check out the video above for more.