Purchasing an Espruino, some questions

Just to be sure, the pins are not soldered BUT they do come included right?

No, I'm afraid they don't come included. I sent them out with KickStarter rewards originally, but if you buy now you won't get any (unless the distributor decides to package some, but I don't think any do).

As @allObjects says, you can get solderless headers. I did have a play with some, but they're expensive and very hard to push in. You basically have to balance the board and pins in a vice and then wind it up very carefully. Personally I think they make it way more likely that something will go wrong and you'll damage yourself/the pins/board.

Soldering headers on yourself is actually really easy. You just solder one pin on each end - you can then re-melt them in order to make sure the pins are sitting square to the board, and when it's as you want it you just work your way along.

If you haven't done anything before you could buy something like this protoboard and a few extra sets of pins that you could practice soldering on.