All you actually need
is a needle and some wool. When I took it up (which was quite recently) my mother treated me to the whole shabbang though and it is handy. She got me one of these http://www.clover-usa.com/dyn_prod.p...3874&p=CLV8900
and this http://www.clover-usa.com/dyn_prod.p...3874&p=CLV8910
and roving at our LYS. There are other versions of the multi-needle holder around on the web but the clover is the only one at my LYS, it's nice it has a shield that locks when not in use and is springy. The mat is really just an overpriced scrub brush but mom bought it for me anyway b/c it is clean stable and the bristles are the perfect depth for the multi-needle tool.
I didn't bother with a book or anything I just looked at so online instructions. Here are the instructions to make a ladybug http://www.mielkesfarm.com/ladybug_dir.htm
. Here are the instuctions for dolls http://www.blacksheepdesigns.com/fel...structions.htm
So far I've made a gnome and a toy car, and broken 2 needles. The gnome is entirely from roving and quite firm, especially after I washed then sent him for a ride in the dryer. The bulk of the car is old sweaters I felted in the washing machine. The sweaters only sort of hold together on there own needle felted you definitely need the roving to firm everything up.