Must haves
You will need a good vise, some bobbins and small sharp scissors to start.. You will probably want hackle pliers, too. You can always start with a kit from BPS to get your feet wet. I like the book "Fly Tying Made Easy" and Fly-Tyer Magazine. Good step-by-step instructions for making flies.
Lots of places sell supplies and you can add to them with stuff from craft stores like Hobby Lobby or Michael's. I order some things from Jann's Netcraft in Maumee, Ohio. http://www.jannsnetcraft.com
Good luck. - Roberta
"Anglers are born honest,
but they get over it." - Ed Zern