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Ballistic Products has all the components. You can get a little crazy with heavier than lead shot, but a lot of folks get really good patterns with this gun in #5 or #6 lead. I got decent patterns with #5 copper plated but when I went to the #7 HW/#5 copper plated lead duplex load, it is really good. Powder, (+/- gas seal), Cup, shot, overshot card. A box of shotgun primers and the plastic they go in. Good cleaning kit which you likely already have.
Not sure if FFFg is okay or not. I use FFg (pyrodex). Maybe some of the more experienced M/L users can chime in on that. I know FFg is recommended for shotguns. Lots of folks get good results with #6 pellets