You will need worsted or sport weight 100% Wool Yarn, US 10.5 Double Point Needles for worsted weight yarn and US 8 Double Point Needles for sport weight yarn.
You will also need any desired embroidery and embellishment odds and ends (i.e. buttons, beads, or whatever you can imagine), and a Tapestry Needle.
Felting supplies include a zipper-type mesh laundry bag, laundry soap and a washing machine.