To get started, you will need a fly-tying vise and a few basic fly-tying tools/materials. For me, a good pair of small scissors is the most important. Also, you will need cement and/or super-glue, thread (I only use kevlar and so should you) and a bobbin to dispense the thread.
From there, you need jig-hooks and/or lead-head jigs. If you go the jig-hook route you need to decide whether you want to use barbell style eyes or brass beads for a head. Once you determine the type of hook and head combination, go get yourself some marabou in various colors, chenille in various colors and you will be set.
With the items I listed above, you will be able to make some pretty cool jigs and once you get the hang of tying, your imagination is the only thing that limits you. Google the topic and you should be able to find a few how-to's that go step-by-step through tying a basic jig.