I've purchased a second hand copy of HoN I believe it is the first edition as the 'lot' number ends 113. Looking on the Devil Pig website under Errata there are various items.
Are you sure that your copy does not include the errata already? The Unofficial Product Index:http://www.devil-pig-games.com/en/forum/?action=viewtopic&t=...
includes a list of errata and when they were corrected, you can check your pieces to make sure you have the incorrect ones, as well as see if errata #3 is worth getting for you
As to the various errata options:PB Errata CB
is the first Core Box errata, if you only have the core box you definitely want that one. I recommend it assuming it is not already in the box.Errata Ext
is an errata for the first set of expansions. It does also include an extra Free French recruitment tile and options, so can be a cool "extra", but if you only have the core box not required. If you might pick up the expansions later you might want to consider it.Gazette #0
contains both "PB Errata CB" and "Errata Ext" as well as some scenarios for D-Day... so if you are not likely to pick up the D-Day expansion it is superfluous. The Gazettes were aimed at the player who has everything in the line so the scenarios go way beyond the core box. If you can get the errata boards separately, then that will be less expensive than picking up the gazette.Errata #3
has some core box errata as well as a lot of errata for later expansions. Sadly it also includes a bit of errata for the first two errata boards. That latter bit are not major issues (errata are minor). This one has "diminishing returns" if you do not plan to expand past the core box you picked up.
Hope that helps!