You will need steel shot instead of lead and i cant really tell you what you need because i dont know what you have or will be using already.

basically you need a hunting license waterfowl stamps, whateve else MO requires to hunt waterfowl.

Usually around here if someone invites you to go all you will need is your own gun and shells. they will normally have everything else

hope you have a good experience. You never know you might just get hooked