Buy a copy of Sam Fadala's book "Black Powder Loading Manual". Everything you need to know about shooting/cleaning black powder guns!
Really though it's dead easy. Basically you need black powder or a substitute such as 777 or Pyrodex, something to hold your powder, percussion caps, a device of some kind to measure the powder, wadding and you're good to go.
If you have trouble finding proper wadding you can always use wasp nest material as an over-powder wadding followed by balled up glossy magazine paper (newspaper can be used but it is very flammable and you might end up setting a field on fire). Then your shot then more paper as an over-shot wad.
There's all sorts of "extras" you can buy that make shooting easier/more fun. Check out Cabelas catalog to see what's available.