If you plan on just hunting, reloading is quite easy. It's when you want to hit steel at 1500 meters where the tricks of the trade are needed. Any die set would be sufficient. I would just get a fl sizing and a bullet seater die. Lee is perfectly fine (I use some Lee) and is a little easier on the budget. Same with the press, I just use a Lee single stage press. As far as components, get a couple of bullets in the 120 gr to 140 gr size. I have had great success with Hornady SST and ELD-X for hunting (I stuck with ELD-X). Brass Lapua is nice, but definitely not necessary and $$$$. Hornady makes a good, budget friendly product, (this is what I use). If you can find it in bulk it is quite a bit cheaper (Jerry at Mystic sold me bags of 100 for $62). Peterson is a good in between. Powder you cannot go wrong with H4350. Tons of load data on the net using it. Can be hard to find as it is quite popular now.
Lastly you need to know what you are doing. Lots of people recommend buying a book. I did, and they are one of the most boring reads I've had. Good to read it you cannot fall asleep, because you will after 10 minutes. I just couldn't do it. So I just watched some videos (Panhandle Precision is awesome) and read some articles. It can be a bit over whelming. Just remember what your goal is and what will dictate how far you indulge into the hobby. It can be abyss that you will never reach the bottom (as per David comment above). You will figure out fairly quickly what your process will be. Take notes. Make a list of steps. And lastly always start low when developing your load. Go to retupable sites (usually manufacture sites themself) and see what they recommend for powder and amounts. Slowly work your way up and always be on the look out for signs of pressure (watch some videos on signs of pressure so you know what to look for). Be careful when approaching max values.
The 6.5 CM is an awesome caliber. It is so versatile. I have taken, deer, moose and elk with mine. Great on the yotes as well. Recoil is very manageable. You will have fun with it. And don't forget you can always post question on here as well. Good Luck.