Welcome to the forum.
New to muzzleloading you say. Well, where to start? So many things come to mind and I'll try to touch on some of them.
First off, you didn't say if your gun was a percussion or a flintlock.
Assuming it is percussion, you can use real black powder in either 2Fg or 3Fg granulations. You can also use any of the new synthetic powders however you can NOT use the pellets without having many mis-fires. Use granulated powder for best results.
If your gun is a flintlock, you must use ONLY real black powder for the main charge and for priming the pan. The synthetic powders will all have many many mis-fires (even though the producers of the powders claim otherwise).
As was said, you can shoot slugs in your gun however the plastic sabot things won't work worth a darn. Most people find that the plain pure lead roundball with a patch works best.
Don't underestimate the roundball. You should use a .490 diameter ball and it weighs 180 grains.
It is very effective on deer sized critters out to and a little beyond 100 yards (which IMO is about as far as one using iron sights can reliably shoot good groups).
If you use roundballs, they need to be patched in cloth. There are many available from suppliers that are pre-cut and pre lubricated. If you buy some of these try to get some that are .015 or .018 thick.
If you want to make your own, the thing to remember is the material MUST be cotton. Rayon, nylon, polyester or even cotton that contains some of these will Not work. The man made plastic will melt when the gun is fired and a torn/melted patch will give horrible accuracy.
If you use unlubricated patches, buy some of the Wonder Lube or similar items and apply a thin coating to the side of the patch that will be in contact with the bore. You might want to try making your own patch lube and the one called Moose Milk or Moose Juice works great. It was created by one of our moderators and everyone who has used it really likes the results. Place "Juice" in the Forums "search" engine for many posts that tell how to make it.
If your going to shoot within a minute or so of loading you can also use spit to wet the patch. It works very well but it will rust the bore if you leave it in there very long.
The old powder charge "rule" was to start with the number of grains equal to the "bore". That is, folks call a .45 cal gun a "45" or a .50 cal gun a "50", so in your gun start with a 50 grain load.
Most likely you will find that a charge of 70-80 grains gives great accuracy and it will give a roundball enough power to kill deer with without a problem.
Most modern shooters use a "short starter" to start their patched balls into the bore. This looks like a wooden ball with two short dowels sticking out of it.
To use it set the hammer to half ****.
Then pour the powder into the bore. DON'T forget this. Ramming a ball without powder under it is very upsetting and can ruin your whole day.
After the powder is poured into the bore, place the patch on the muzzle with the ball centered on it. Place the short dowel on the ball and hit the ball with the palm of your hand to drive the patch/ball into the bore. Then use the longer dowel to push the patched ball down the bore until the ball hits the muzzle.
Use the ramrod to seat the ball on the powder. Do not try to do this in just one or two big pushes.
Grab the ramrod about 8-10 inches up from the muzzle and push it in. Then repeat this until the ball stops on the powder charge.
At the end of the day, if you've shot your gun you should clean it with soap and water. Dry and oil the bore when your done.
Black powder and the synthetic powders are corrosive and left overnight can cause rusting in the bore.
There's a lot more to say but enough for now. Read as many posts as you can here on the site and you will learn more in 4 hours than many of us learned in years.