I will be starting by ordering a development kit (kind of self-learning) for each architectures. Is this approach correct?

not at the same time, get one firmly down before you go to the other.

I think you will be better off doing 8 bit first, but that will, to an extent, depend on "where you are coming from".

as to "other 8 bitters and other 32 bitters" if you stick wit the '51 and the ARM, at least you only need to learn one 'system' (Keil or IAR)

Erik