I just bought one too, but I've shot mine a few times.

I guess Pyrodex, Triple 7 and good old black powder will work just fine. I'm using 100 gr Pyrodex RS with really good results. Allegedly, the gun likes BuckHorn 209 too, which is relatively expensive, though very clean burning, and cleans up with standard solvents like Hoppe's #9. I plan to try that powder eventually.

For bullets I shoot Hornady FPBs, which do not use sabots. They have performed very well on deer for me. I recommend you try them. They are pricey, but I'm still on my first 15-pack and have shot 3 deer too. Not too bad if you don't burn through a bunch at the range.

Get a cleaning and/or rangerod. The rod supplied is kind of pathetic, my only real complaint with the gun.

You may also need a short starter, depending upon your bullet's fit to the bore. If you need a starter, you may need the appropriate tip for your bullet design.

I use T7 209 primers for my Pyrodex, works fine.

Unless you cannot use magnification, I'd put a 2x7,a 1.5x4.5 or even a straight 4x scope on it.

A cap holder/decapping/capping tool may come in handy. Breech Plug Grease. Powder solvents and cleaning supplies like lots of patches. Basically, take a walk through the ML section of a good sporting goods store and evaluate each product for your use.