First, there is the book, Millefiori Quilts by Willyne Hammerstein. It is not available on Amazon.com (my go-to source for all books). I bought my copy at Paper Pieces. You need it to have the plan of the quilt and the directions for putting the pieces together (it goes together like a jigsaw puzzle).
The book doesn't have directions for sewing. For construction techniques, I watched tutorials on YouTube. Sue Daley has a series of video tutorials; her "Top 10 Tips for English Paper Piecing" will get you started.
You need the paper shapes that support the fabric pieces. Now, you can cut them yourself but do you really want to spend your sewing time cutting paper? Not me, so I bought the complete set of paper pieces for the quilt from Paper Pieces. They sell a set of all the pieces, so you don't have to figure out how many you need of each shape and size.
The fabric for my project is all coming from stash (so far). Good thing, 'cause I spent my budget on the book, paper pieces, and glue pens. I also bought a set of acrylic templates from Paper Pieces that make it easier to cut the shapes from strips of fabric. I use my Olfa rotating mat for both cutting and gluing. The edges of the fabric are lightly glued around the paper pieces and the Sewline glue pen makes that easy and fast. I can see that I will need quite a few glue refills for the pen before the end of this project. (Sue Daley advocates the glue process and it is working for me but there is also a basting technique that many others use.)
To sew the pieces together, I use a #11 milliner's needle (long and thin, with a small eye) and Superior Threads' Bottom Line thread. I bought this thread at the urging of Sue Daley (in her video tutorial). The Super Bobs donut is giving me the color variety I need for my project, though you could probably manage with spools of a few neutral colors, depending on the color of your fabrics.
You need a few other things, like a rotary cutter and thimble, you probably already have them on hand for your "normal" quilting projects.
The last thing you need is patience. This quilt won't be made in a weekend and possibly not in a year. I'm aiming for Dec. 31, 2016.