Vise - holds the jig.
Bobbin - used to apply thread. (I'd get 3-4 so you can use different colors w/o re-threading).
Bodkin - needle w/handle. Used for many purposes.
Scissors - get a good pair. You'll use them a ton.
Head Cement - I prefer Sally Hansen "Hard as Nails" fingernail polish.
Those are the basics. There are many others. I live close to a Bass Pro, so I get most of my materials there. Just make sure to match your thread to your chenille.
Jeremiah 16:16a "But now I will send for many fishermen," declares the Lord, "and they will catch them."