Step 1: The Hookah
Step 2: Things you need besides the hookah
Shisha (the stuff you smoke) is mainly maid up of virgin tobacco, fruit pulp, molassas, honey and i'm sure a few other variations from brand to brand. It is relatively low in nicotine and tar and find smoking it more nice and smoother than cigarette tobacco.
Coals also come from a multitude of manufacterers. You can get pressed ones like I have or all natural like some of the "pros" like to use. Check out the internet for what people think is good (I use 3 Kings)
Aluminum foil... pretty basic. I just use the same roll i use for stuff in the kitchen. You can get pre-cut circular hookah foils but they are more expensive.
Any old lighter will do, I just happen to have a torch lighter I keep around.