I have a hood I purchased and installed in the house. Not needed but very good idea if you intend to spray w/ enamels other thinners.
1) YOu need a mask if you don't have a hood. Airbrushes atomize the paint making it very easy to inhale. You should use a mask even if you have a hood.
2) Thinner. For acrylics, windex is perfect. I use Golden Acrylics AB thinner. For tamiya acrylics, use their thinner. Generally, thinner produced for a brand of paint works better with that paint. For oils, you'll need a lighter turpenoid. For enamels, a thinner again.
3) Masking. Tamiya tape. Available at HT USA. Or Frisket. Essentially a clear sheet that has light adhesive that can be cut to a shape you want. There are also commercially available masks for camo patterns and windows...not so much for Fantasy or Sci Fi Gaming.
4) I have 2 videos you are welcome to borrow.
5) a brush cleaner station is nice. It can hold your brush and you over spray into it.
6) Get fine cleaners and pipe cleaners. Bristle brushes. Keeping your tool clean is a priority to it functioning well, time and again.
7) Paints. Crappy luck w/ Vallejo Model Color. Too lumpy. Needs to really be mixed. Lots of clogging. I've had great luck spraying GW paint thinned 2:1 (thinner to paint approx). I've had good luck w/ Vallejo model air (pre thinned for base coats). I've had good luck w/ Tamiya acrylics. I haven't sprayed oils but I've sprayed thinner through my AB.
What did you get for a compressor? if you haven't bought one yet, I recommend high end w/ a tank. Seriously will save a lot of frustration. That or a CO2 tank that you can refill.