Well, stock cards just work. I’m still on the stock card and haven’t found an issue with it thus far. If you consider upgrading, you might get a bigger one if you plan to (re)sample a lot / use loads of sample chains etc. You might also take the “utility” route - e.g. one card for live PAs, one for studio times etc. Pick an approach that makes you feel comfortable.
Regarding samples, it’s your own canvas - same as above, do whatever you feel right 
You can either browse them (maybe you’ll find something useful, after all they’re quality, royalty-free samples), drop them on your HDD and swap them with your own, or just downright format the CF card and start fresh. No “only way” here either.
Enjoy the journey! It’ll be bumpy at first, but patience gets rewarded.
EDIT: you might also want to check this thread:
http://www.elektronauts.com/t/sample-loading-chaos/13058
Quite some discussion on CF cards there, and my CF card point above might be totally wrong 