For pastel pencils, I recommend Faber Castell Pitt Pencils and the colours suggested for this course are White, Black, Ivory, Light Flesh, Terracotta, Caput Mortem, Dark Naples Ochre, and a shade or two of green (however colours close to these will work fine!) Pastel Pencils are available to buy individually from https://www.jacksonsart.com/faber-castell-pitt-pastel-pencils
There are often cheaper sets of pastels available from discount stores and I find usually these contain a higher percentage of binder and less pigment making them a little more difficult to work with, but are a workable budget option. Although cheaper, just please be aware that they can turn people off using pastels.
The paper needs to be thick/heavy enough to carry layers of pastel, also it needs to be uncoated (ruling out printer paper) and needs a slightly toothed (textured) surface to hold the pastel. Any pastel specific paper from budget shops such as The Works, Poundland etc (in the UK) I have always found adequate. My personal preference is Daler Rowney Ingres pastel paper, but there are lots of great brands available. For this course a lighter shade or white will work best.
The only other equipment needed is some masking/artist tape to fix the paper to a surface (drawing pad, smoother table, book, etc), and a standard pencil sharpener. A blending tool will be useful but definitely not necessary.