You' need a drill chuck mounted on the right taper for your tailstock (if it doesn't come with one), some tool bits and a grinder to sharpen them (get a green stone if you plan on using carbide bits, those import brazed carbide bits in the right grade for your metal are pretty cheap but unless you buy American made -expensive- ones they're not usually optimally sharp from the start).
Quick change toolposts are nice but somewhat expensive and not essential for anything other than convenience in changing bits and you can make your own poor man variety (out of a separate block of metal for each bit) cheap enough after you figure out what you'll be using on a regular basis.
A set of boring bars and a (homemade?) toolpost holder for them is also a great thing to have but not needed for initial learning of lathe operation (buy the best you can afford when you do get around to getting them, going cheap is usually disappointing at best).
Measuring tools are essential -Micrometer, calipers, and a dial indicator with a magnetic base holder for it. Calipers are all that is needed to get started, the other stuff for more precision setup and work later on.
And of course, metal and plastic rod to start turning. Plastics like delrin are much more forgiving for your first initial learning turns than metal if you are just doing learning exercises and not making actual parts of something. Moving to metal, brass and aluminum are better to start on than steels (especially hard steels).
Taps can be held with the drill chuck and I see no need to buy die holders since you now have the machine to just make them as needed (I make one for each die I use and just leave the die in it, takes about 5 minutes and a piece of scrap DOM tube and delrin rod to make the style I make, you can go very simple and utilitarian as I do or make something really fancy to show off your skill and machinist's prowess if you wish).
I don't recommend buying a lot of different stuff up front, you'll figure out what you need for the work you do as you learn to use the machine (and can probably make tooling exactly suited to your needs instead of adapting your technique to fit the design of the tooling you buy or adapt to whatever is easiest to make using premade generic tooling).
