Like the others have said, a good black dye ink pad is a must, but you want an ink that will let you color using different mediums (markers & other wet coloring tools as well as pencils & other dry tools). There are several perminent when dry black inks that will work for this:
Stampin' Up! Basic Black
StazOn Jet Black
Momento Tuxedo Black (I think this one is waterproof, but others will have to confirm.)
Clearsnap Wicked Black Archival
Ranger Jet Black Archival
Stewart Superior Memories Black
These inks will stain your stamps, but as long as there isn't any ink clogging up the image you're stamps will work just fine with stained rubber or polymer. There are also various brands of craft inks that are waterproof when heat set w/a heat tool (heat gun) that can also be used for heat embossing (mentioned by Stampo as another addiction facet of stamping).
Smooth white paper that is at least 65lb. (this info should be on the label) A smooth surfaced paper will help you get a better impression & be easier to color on. Save the textured papers for back ground techniques, for now.
If you're not sure about what type of coloring mediums to try first, I suggest you start with something fun & easy like markers or pencils. If you look in the art section of your local craft store you should find things like pencils (both watercolor & drawing),markers, crayons, chalks etc in inexpensive student quality packages. If you find you really like a particular medium, you can then upgrade to better quality materials as you desire. For some things, like Copic markers, you may wish to take a class to learn how to use them before you make the investment of buying the 300+ colors available.
Keep reading thru' the older RSC posts! We've discussed most of the common topics more than once, so most of the info you'll be looking for is already here...somewhere. Happy Stamping!