The DigiID is, very bluntly put, a digital version of most of your interactions with the Dutch government. It becomes extremely useful if you plan on staying here longer, or if you want to apply for a student grant or loan.
In order to get it, you'd neet to ask for one. If I remember correctly, it took them two or three for the letter they sent me to arrive. It contained a username & password. From there on, you're set.
I believe Studielink is a new addition to their system. Unless you qualify in the above mentioned scenario, I'm not sure how useful getting a DigiID would be for you.