Currently, I don't have a microphone nor a headset, but I just want people's opinion if whether I should get a headset or microphone.
It all depends what you are going to use it for. If you're looking to record gameplay w/your voice, then going with a headset wouldn't necessarily be the worst idea. You can find some pretty affordable headsets + you get the headphone part of the headset to listen to game audio/other media/music with. The overall audio quality isn't going to be nearly as good as a stand-alone microphone, though.
If you think you'll be recording something else, like vlogs or something in the future, then you may want to invest in a stand-alone microphone, right off the bat.
Overall, I'm more of a proponent of stand-alone microphones, because 9 times out of 10 you're going to have better quality in the audio and also in the device itself. Most people I know have broken a headset at least once, and that's because they're rather finicky and easy to drop or sit on.
Some good starter/mid-range microphones would be:
CAD U37
Samson C01U
Blue Snowball
Audio-Technica ATR2500
There are, of course, higher quality microphones out there, but I don't see the need for forking out the extra $150 if you're just starting out.
The only real downside to buying an external microphone is that some of them pick up a lot of background noise, although you can easily fix this issue by using a free program called Audacity. The audio quality of each microphone I have listed is very good, and a definite step up from headset audio.
FYI: I own a Blue Snowball. It's a pretty good microphone, but any of the other ones I listed could do as good as or better of a job at recording high quality audio.