There are four main parts to a turntable setup
1. Cartridge - your selection of the 2M Red is adequate, not fantastic, OK for the price
2. The turntable/tone arm - The Pro-Ject Debut seems a reasonable entry-level unit
3. A Phono Preamplifier - The output of a phono cartridge is at a very low level, and requires RIAA equalization for proper performance. The equalization is built in to any phono preamp. How accurate the EQ is will be a SQ factor. A phono preamp will amplify and equalize the output of the cartridge so that it can be plugged into any line-level input, like that of a headphone amp. If you just get the Debut, you'll need a preamp too. If you got the Debut Phono/USB version, the preamp is built into the turntable, but you don't get the 2M cartridge with that package. Perhaps they would make you a combination of the Phono/USB and 2M at extra cost.
4. An amplifier to drive your headphones or speakers that includes a volume control at very least. Any headphone amp is fine, integrated stereo amps and AVRs are fine for speakers, generally wimp out on the headphone output.
Vintage amplifiers included phono preamps, and some aren't too bad. It's a way of combining the phono preamp, amplifier and headphone output in one unit. None of those functions are particularly optimized when rolled together in one unit. Vintage gear will often require repair for optimum operation.
The final thing you'll need is a good record collection. Records by nature are a vastly inferior recording and reproducing medium. I won't bother you with the litany of their performance issues, but the one you should be aware of is that they are prone to damage and wear with each play. The only real sonic advantage is that some were mastered with great care and wisdom, vs the CD version which were not, and some material exists only on record, never having found its way to CD. Finding vintage and pristine vinyl is the biggest challenge, especially since the value of virgin vinyl is the highest before its ever been played. Its value goes down with wear, so it goes down each time you play it. Some of us play vinyl as little as possible, just enough for a good digital transfer.
Have fun, be realistic, don't expect a sonic panacea.