The right first aid kit for you depends upon your training and experience. Get training first and you will have the answer to your question. Generally, your first aid kit should contain those things that are hard to improvise (sterile dressings) and will be light on those items that can easily be improvised (splints). Much will depend upon the specifics of your circumstances and the environment.

At a minimum, obtain American Red Cross Advanced First Aid. Even better is W-EMT or similar, but training is the first essential.