The supplies you need are:

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wire 0.4mm 0.6mm 0.8mm 1mm diameter

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beads, in different shapes and sizes
You can start using glass beads and silver plated wire that are cheap.
When you feel more confident start using more expensive beads like gemstones or swarovski crystal. In addition you can use sterling silver (925) wire for best results.

Also you will need earring wires, clasps, spacers, chain, leather... and the list is endless.
If you go to a shop that sells beads and findings you'll be amazed by the variety.