There are a range of different sensors in those types of kits. Some are relay type sensors (they turn off or on depending on the thing they are sensing). These don't require a resistor and can be connected and used without problem as shown here EDIT: (See below);
Details for how they can be set up and connected can be found here.
Some of the sensors will be analog. These will require a ADC (Analog to Digital Converter. They can be connected as below;
Details for setting those up can be found here.
There may be some digital output sensors (SPI or I2C or 1 wire (I'm not sure)). Those may well require a resistor, but even if they do you shouldn't blow up the Pi by trying them (Make sure you do your research first though).
The key will be to find out which sensors are which and go from there.
EDIT: User @joan correctly points out the the Pi GPIO pins should not be connected to voltage sources above 3.3V. The diagram that I have above has been edited to show the sensor being fed from the 3.3V rail.