In short, Raspberry Pi has a more powerful processor that runs Linux. Arduino uses a simple microcontroller that is programmed in C or Assembly. Similar in principle, but they have different capabilities and applications.
IMO, arduino is easier to use from the get go. The language and setup are simple.
However, if you can code in python, the pi is more powerful.
For most imbedded projects, the arduino is plenty.
That's C++ you're coding in. The setup might be simple, and the examples may be simply coded, but don't let that fool you. If you start looking at other people's library routines you'll find out real fast.