There is no specific requirement for the art supplies you need to get. You can get color pencils, crayons, pastels, water colors, highlighters, sketch pens, whatever you have around or whatever you would like to play with.
If you don’t have anything, just some pen and paper or a drawing app on your device will work fine too.
The art supplies are used more as an expressive medium to allow your guidance to flow through. So don’t stress, these classes are for de-stressing. Just come in anyway, and everything will work out perfectly.