Sketching is one of the disciplines where it’s really easy to start, especially because tools are widely available and affordable.
Technical pen
A technical pen leaves an even and full line even when varying pressures or angles. It’s excellent for technical drawings, but it’s also very good for getting rid of beginner’s issues, mostly the lack of determination. I’ve read somewhere that it’s good to start sketching with this pen because there is no fumbling around with different strokes, pressures or anything; you just have to sketch quickly and boldly. Rapid movements and determination give a sketch crispiness and dynamics.
Pencil
An old graphite pencil is still one of my favorites. You can sketch thin or thick, light or strong, draw rough surfaces or smudge them to get fine shadows and gradients. I feel a pencil covers the widest range of techniques of all listed here.
Colored pencils can give you a more cheerful look and stronger colors. Even if you use a very soft graphite pencil (like 5B), a dedicated black pencil will be significantly darker. White pencils are not for modern works of art (white on white), but for sketching details and highlights on a dark background.
Ballpoint pen
A ballpoint pen is a mix between a technical pen and a graphite pencil. It uses ink, but the line thickness varies with pressure.
Marker
Markers complement technical pens very well because they provide surface coloring, highlights and shadows. Technical pens will not bleed like ballpoint pens when a marker is applied over them.
There are different types of markers and literally hundreds of colors available. A good way to start is to buy a black one and a few light gray markers with broad tips for initial outlines and shadows. You can add two or three colored ones to the mix if you need some elements to stand out.
Paper
I mostly use simple and thin printer paper. I tried others, some were bleed proof and thicker, but if you are just practicing and are planning to use hundreds of papers throughout the year, the most cost effective way is to keep it simple. If you use a lot of ink or markers, just stack two or three papers together.
Rulers and guides
Don’t be afraid to use them. I though they were a form of cheating at first, but after I had seen some very good sketching artists use it, my concerns were dismissed. If you need to draw a really straight line - use a helper. But don’t overdo it because then it’s not sketching anymore, it’s technical drawing.