A. First, you will need milk.
*Make sure the milk isn't ultra-pastuerized or 'lactose-free'. Raw milk is best, but if you don't have access to raw, simple basic whole milk works well. Skim or low fat milk will work, but the grains prefer the full range of nutrition found in whole milk.
B. Second, you will want a strainer on hand - fine plastic/nylon or stainless steel. Aluminum and other metals can leach when coming into contact with acidic liquids such as milk kefir. Stainless steel is considered safe for short term contact.
*Strainers with large holes (like pasta strainers) don't work well - the smaller grains may pass right through into your kefir drink, rendering it gritty and lumpy (and unstorable - it will continue to ferment quickly in the fridge). Though its not a health hazard to drink them, you will lose part of your culture.
C. As for the other supplies, you will need a bowl to capture your strained kefir, a jar and breathable lid to ferment your kefir in, and a jar or bottle for storing your strained kefir in the fridge. A sterile wood or plastic spoon is also handy to help strain the kefir. You may want to have some yummy fresh fruit or other vanilla extract on hand to flavor your kefir, though it is yummy plain, too!