Powder, balls, and caps are the basics.
Real black powder has gotten hard to find locally. I use pyrodex rs. There are other bp substitutes that work also. The powder us loaded by volume, NOT WIEGHT! So you will need a BP powder measure. This measure will work for the substitutes too.
Caps, most pistols come with #10 nipples and will use size #10 caps. Most rifles that use caps that are #11. So there are two sizes of caps out there. #11is the larger of the two, if you pick up #11s and they seem too big, give them a little squeeze and they will tighten up on the nipple and won't fall off as easy.
Balls, get the correct size.
Lube! Lots of different opinions on which lube is the best. The main thing is that you have some and after you load the cylinder with powder and ball, you cover each chamber mount with lube. This seals the chambers to prevent chain fires and provides the lube in the barrel to keep the residue soft.