Bread making flour (make sure it says so), dried yeast (you can get it in sachets like ketchup), dried skimmed milk powder, sugar, sunflower oil, salt. With breadmakers it is extremely important to measure accurately, spoonfuls must be level etc. Apart from that it is dead easy and you'll be making loaves like a mad thing :-)
Congratulaions its a fantastic machine!
Try to bake every loaf from the recipe book, it gives you an idea of the choice. My favourite is the Malt LOAF.
If you can't be bothered getting in all the flour etc., do what my dad does and buy ready mixed packets, (just add yeast) from LAKELAND.