OK, here's my recommendation for a first gun:
Get a kit for a fusil, or trade gun, or musket. These guns require all the basic skills, but do not require as much artistry (carving, engraving) as some other types, and the lines can be a bit bulky w/o looking as out of place as they would on a longrifle or sleek fowler.
First thing you need is a book. Can't give enough detail on a forum without writing a book here.
If you start with a precarved stock, partially inlet, you need:
Woodshaping:
About 6 chisels
About 6 files and rasps
planes or spokeshaves
scrapers
abrasives
Metal work:
Drill with a way of leveling it
Files, triangular, flat, fine, coarse, needle set
Soldering ability
Taps for 8-32, 10-32 and drills for that
Abrasives for polishing
Finish work: fine sandpaper or scrapers and emery clothfor metal and rubbing compound for the wood finish.
Vise, good light, and vision help if you are old like me
I have dozens of specialty tools that I use once a gun but you can get by w/o them.
The most important work you can do in gunbuilding is study, study, study originals in person if possible and in books if not. And to get someone to check your work in person, offer advice regularly as you go along. You absolutely must handle and study guns in person, whether they are originals or custom guns made by gunsmiths recently. It is impossible to understand shaping without putting hands on a well made gun.
NEVER trust someone who is selling parts to offer sound knowledge on what is or is not "right", without checking several sources. If you rely on nice catalogues for your understanding of gun history and style, you'll be misled 99% of the time. There are exceptions to this rule, and everybody know who they are. They are the ones who supply stuff that nobody complains about as being incorrect or low quality.