Are you coming from cartridge or Double Edge shaving?

If you don't have a shave brush, you will need to buy one. I would get a badger brush around a 19-21mm knot. Check out your local Crabtree and Evelyn for their Best Badger brush. A few years ago I bought one for about $35. It is probably one of the best brushes you can get for that price range.

Also I would buy some shaving soap (if you don't have already) or shaving cream to use with your brush. A ton of products out there. I like Taylor of old Bond Street for creams and Mama Bear for soaps.

Don't forget to get a styptic for cuts and some splash aftershave to help sooth your face.