I purchased this one from Amazon but there's a wide variety here: http://sewing-online.com/equipment/work_boxes_and_storage/
Although not necessary, it is good to get a box with little storage sections and pockets etc. Equally in store Tkmaxx do some stunning vintage storage boxes.
Tape measures are available in many colours and widths and can be bought in most supermarkets and sewing shops.
The smaller pair are embroidery scissors, perfect for those little fiddly jobs, cutting thread close to the fabric and other small bits and pieces. The larger ones are dressmaking scissors. Used for cutting fabric efficiently. They should feel comfortable to use and not too heavy. Cheaper versions don't cut fabric as easy so try to spend a considerable amount. Mine were £12.
These pins are perfect for those delicate jobs where you don't want to cause damage to fabric e.g. chiffon/organza.
These are better for more general use and thicker more stiff fabrics. They are longer and also easier to spot if dropped. You can purchase pins like these with cute heads, flowers, hearts etc.
So for all those pins you need a lovely pin cushion. There are many different styles, some are worn round the wrist, there's novelty ones (like the one pictured). Also for a first D.I.Y you can create your own using a bit of spare fabric and some stuffing from an old cushion :)
Obviously needles are essential for sewing. Most standard sets come with an array of different sizes for different uses such as sharps (general use), Beading and crewel (embroidery use).
Also known as French chalk, comes in a variety of shapes and colours. Used for marking on fabric and brushes off easily when not needed. Also come in pen and pencil versions.
A wide selection of threads for hand and machine sewing. Also overlocking thread if you have an overlocker. There are threads for other purposes also, including embroidery and metallic style.
Other items to consider are;
Quick unpick (seam ripper)
Hook and Eye
Check out these brilliant site for all your sewing needs;
And there you have your very own sewing box.