Depends if you got the RTR, ARR, or the kit version.
This holds true for most buggies/trucks (mods, feel free to add to it, and cut-n-paste it to a general "what will I need" stickie).
RTR (this one you'll need the least for it);
12 AA batteries
Super Glue (for the tires)
Basic tools, like screw drivers, pliers, etc
Glow plug driver/ignitor
Plug wrench
A decent set of Allen wrenches
Thread lock (blue compound)
Oils (bearing oil, shock oil, etc)
Diff grease (1k, 3k, 5k, and 7k are good starting oils to have)
Fuel (%20 is a good starting fuel)
ARR (This one you'll need all above, plus the following)
Radio system
Optional; Rechargable RX battery and charger
Kit (This one you'll need the stuff for BOTH of the above, plus the stuff below)
Starterbox, if engine is non-pull-start
Engine
Exhaust header and pipe
Keep in mind, the body may come CLEAR and UNPAINTED, so you may need paints and body finishing tools (tapered ream, lexan scissors, etc). Pactra and Parma make the proper paints, availlable thru your vender of choice.
I may have missed a few things, but that's the basics of it.
It may sound like a lot, but in the end, you'll be glad you got them.
I may have missed a few things, so you may want to go to the makers' website and get a copy of the manual; usually they tell you what all you need in the first page or two.