Which one is better and worth the money to put in your kit UD naked or MUFE HD. Please recommend shades to start with.

MUFE definitely. No contest.

But I wouldn't pick either of those for my first choice. If you are new and don't have any foundation at all, I'd go with FA.

I wouldn't recommend the UD Naked for kit purposes... it's only sheer to medium coverage (at best) and unless the model has flawless skin, it won't really help you.
MUFE Face&Body is great to have in your kit, but I agree that it shouldn't be your main foundation.

Depending on what I am working on, I have FA, Nars and MUFE HD in my kit. But that's just to name a few I hate to admit it, but I have quite a few foundations in my kit. (I'm overly perpared)

What shades should I start off with using FA Pro foundation?

12, 7, 4, 1, Plus and Minus.

I agree I wouldn't put it in my kit as a main foundation.  It's great for lifestyle/commercial work but its very natural skin looking doesn't have a ton of coverage.  Even for HD it's not my 1st choice.

Like the others said I'd start out with FA for a dewy foundation and if you need a matte one do MUFE Mat Velvet +.  For FA I only carry 1, 4 and 8 with the 0-, 0+ samplers and my Temptu adjusters.