Where to begin? You need a fly line of a size that fits your rod. The required weight is probably printed on your rod butt, just in front of the handle. It will say something like "6" or "6/7." The latter means that you can use either a 6- or 7-weight line. It should be either a double taper or a weight forward, floating line, and will be described on the package as, say, DT6F. (You can decipher that, can't you?) A cheap "drugstore" fly line will do 95% as well as the most expensive line. If you buy a Scientific Anglers/3M or Cortland line, the package contains a handy booklet for beginners.
You'll need one or more tapered nylon leaders, about the length of the rod. Something with a 3-6 lb. test tippet (that's the little end that you tie to the fly) will work for trout, panfish, or small bass.
You'll need more than one fly because fish, like small children, sometimes decide that they don't want to eat today what they were willing to eat all last week; also because sometimes, in the course of fishing, a fly gets lost. I know - it's bizarre, but trust me, I've seen it happen.
And you'll need a few accessories, which in the next few decades, will expand to your own personal tackle shop; but let's not get ahead of ourselves. Welcome to the world's greatest sport, something that you can do for as long as you can sit up and wave your arms.