There is very little information known about the Nights Watch at this time.  All confirmed information is available HERE and HERE.

Starter set is said to include two units of Sworn Brothers (13 models each, for a total of 26), one unit of Veterans of the Watch (guessing 12 models), one unit of Ranger Trackers (guessing 4 cavalry models).  And these five, which look like Jon Snow, Ghost, Jeor Mormont, Maester Aemon, and Allistar Thorne Bowen Marsh (confirmed).

NW Heroes

Commanders

Jon Snow (confirmed)
Jeor Mormont (confirmed)

Non-Combat Units

Maester Aemon (confirmed)
Unknown Second NCU
Unknown Third NCU

Combat Units

Sworn Brothers (infantry – confirmed)
Veterans of the Watch (ranged  – confirmed)
Ranger Trackers (cavalry – confirmed)
Ranger Hunters (confirmed) – NOT IN STARTER SET

Solo Units

Ghost (confirmed)

Unit Attachments (Non-Commander)

Jon Snow (confirmed)
Watch Captain (confirmed, included in Sworn Brothers box)

 

Siege Units
Builder’s Scorpion Crew (confirmed) – NOT IN STARTER SET