You need strong, stable workbench space; not less than 3'-4'. Storage space for supplies must be established; how much depends on how many shells you will load and how many supplies you will stock.
Loading presses come in single stage (one operation on one shell per handle stroke - multiple handle strokes per single loaded shell) while progressives perform each operation on differing shells per one stroke of the handle (one shell loaded per handle stroke). Normal sequence is to start with a simple single stage and stay with it until you master reloading and prove to yourself that you need higher volume for time spent.
some people go directly to a progressive and save the cost of a single stage. The hazard is that they often become frustrated with the learning curve and abandon loading all together.
Buy a $35 Hornady digital electronic scale (or similar); a wonderful little tool. Plan on an assortment of shot and powder bushings.
You will need a coordinated supply of powder, primers, wads, and shot. Remington compression formed hulls (Gun Club, etc.) are often found at shooting ranges in considerable quantity and are usually good for several loadings.
Go to and have fun.
DDA