There is a lot to learn but you will have a lot of fun. Be ready to spend money on tooling. It will cost you more for tooling than you paid for the lathe.
Drill chucks come in two major styles, keyless and keyed. I started with keyless then moved back to a keyed chuck. It was shorter and felt like it held the drills and such better. You'll need an "arbor" which has an MT taper on one and and a JT taper on the other end. You can find those at all the normal places. I bought mine at either MSCDirect or Grizzly. You buy the arbor that matches the drill chuck you want and the taper you have.
The method of attaching the drill chuck to the arbor that I use is to clean the inside taper of the drill chuck with acetone and the outside of the arbor as well. Then I put the arbor in the freezer over night (I'm lazy). The next day I take the arbor out, give it a quick wipe with acetone, then push it into the socket of the drill chuck. I then hold the drill chuck and tap the tail of the arbor down onto a piece of wood a few times.
After this, the arbor will be locked to the drill chuck.
You will want center drills. These are short stubby two ended drills. They have a small point and then a cutting cone. They are used to start holes for drilling with the tail stock AND for drilling centers. Buy a set of four. Then buy two more sets of four. As Doubleboost use to say in his videos "The goal of a center drill is to snap off in your work piece."
For your quick change tool post you are going to get the post itself, which includes a stud that goes down into a plate. That plate is unlikely to fit the compound of your lathe. This is intentional. It is over sized so that the person buying it can machine it to size to fit their particular compound. Either buy that plate from somebody that will machine it to size or be prepared to machine it to size yourself.
If you have a milling machine or access to one or a friend with one, that is your best bet. If you don't, but you have a drill press you can make it yourself. I wouldn't want to but you can. Use the drill press to drill a series of holes on the edge to the right depth. Then you clamp that thing in a vise and take your file and start filing till you have the right size. OUCH.
Note, you will need files. Make sure you get handles for your files. You should never ever use a file on a lathe that doesn't have a handle.
Good luck and welcome to the fun.