Basically if you have some gold to blow, the blue level 78 sets are a slight head start on pvp gearing.
If you don't have the gold, you'll die a bit more often in the gearing up process.
You will eventually replace every piece of the set with honor/arena gear.

PvE gear can be better then some PvP gear, for PvP play.
Especially when you're starting out.

I'd get a 5's arena team as soon as your 80th.
Lose your 10 games a week, but try to win them and see what beat you.
Basically every other week, you can buy a piece a lot cheaper with Honor + Arena Points.

Over time, your gear will improve.
You'll also learn what works against which classes.
Both will help you PvP better.
Gearing up can be painful, but in the end it just takes time.