There is a ton of info here if you poke around a bit.
I highly recommend you do some reading on the website of our fellow member Spence, look up Bob's Blackpowder Notebook.
I get wads from Track of the Wolf and Eastern Maine Shooter's Supply.
Shot size needed, just like with modern shotshells, is a combination of state mandate and personal preference. Some states have minimum and maximum shot sizes, sometimes for specific game.
I prefer #5 for squirrels, turkeys, and pheasants. I feel it is a good compromise between the mass of #4 shot, and the pattern density of #6. that said, I'm shooting a 20 gauge, if I was shooting a 12 and could get a good pattern with #4 I would use that for turkeys.
I go to smaller shot, #6 for rabbits, and 6s or 7 1/2s for partridge, #7 1/2 for quail on the very rare occasion they are an option.
Please also look up the Skychief load you will see mentioned a lot around here. It is now a "sticky" at the top of the hunting section. It is unconventional but works well for almost everyone who has tried it as written.
Essentially your going to load; powder, some kind of wad or wadding (something to separate powder and shot and to create a gas seal behind the shot), then shot with or without some kind of shot cup, then some other wad or wadding to hold it in.