Weldon Payne said:
Where do I start? Powder, bullets,balls, caps,extra ramrod,cleaning supplies?
Weldon. The Missouri River Hawken is designed to be a bullet (not round ball) shooting gun. It is pretty similar to Pedersoli's Rocky Mountain Hawken, which is designed more to be a patched round ball shooting gun, but that one can shoot conicals out of it too (I know, because I have one and it shoots both great).
Assuming you wanted to shoot conicals, you ordered the right version. If you wanted to shoot PRB (Patched Round Balls), you should change your order.
Powder is your choice. Real Black or the substitutes will work. My favorite sub is 777. Still loose powder only, you cannot use pellets.
For bullets (vs round ball) I like the Hornady Great Plains. But your gun may or may not like those and you'll need to experiment. At 1-24 twist, your gun would also shoot those things we don't discuss here.
Caps: #11 in the brand of your choice.
Invest in a nice range rod. I like brass. October Country sells a good one. You'll need to buy a 50 cal jag for the end of it. Be sure to know which thread it has (8-32 or 10-32) so you can match the jag threads to the rod.
Cleaning is easy..water and a little dish soap. You can remove the barrel on that one easily since it has a hooked breech. Put it breech down in a bucket of water and run a patch up and down sucking water in and out. Dry patch. WD-40 patch to remove the moisture. A rust preventer (Barricade, other light oils like 3-1...your choice.) Be aware that gun will have a Patent Breech...a smaller-than-bore-sized chamber at the breech. You need to be sure you get into that to dry and lube. Your normal jag will not go down in there. I like to use a very small bore mop for that area.
Pedersoli ships a video and instruction book with each rifle, though it's generic and covers all their guns. I don't know where you ordered it, but I know Cabela's also ships along their version of a user's manual. The Pedersoli book has load recommendations, including max load.
HAVE FUN!