A copy of the NRA guide to reloading, a means of: weighing powder to 1/10 grain; decapping (removing the spent primers from boxer primed cases); resizing cases (recommend carbide die for pistol calibers); seating bullet to proper depth (seating die); crimping case to bullet (crimp die); verifying OAL (over all length) and diameter of finished cartridge; and a method of storing components and finished cartridges safely.
What you use to meet these goals can be as simple as a hand press, copper or steel tubes of the appropriate finished cartridge diameter, a beam balance scale, and a couple of lockable boxes or as complex as a reloading room with electronic scales, dial calipers and comparators, and progressive presses. The prior advice regarding rifle calibers requiring periodic trimming is accurate and you will need a means of lubricating any necked case to reduce wear on your dies (and preventing jamming a case in a die).
Find a local mentor to help and most any gun club. It is worth the price of membership for all the errors in the learning process you will avoid.
A couple of safety notes: Do not rush your build of cartridges (no distractions either); ONLY place one powder on your bench at any one time; ONLY place one primer type on your bench an any one time; ONLY reload one caliber at any one time. Have lots of fun recycling!
---One additional note: if you elect the hand press route, do NOT bolt it to a 2 x 6 or a bench. (LOL)