Before I talk about the things you need to buy along with your camera to start using it, I want to talk about the lens(es) that may or may not come with the camera. Some of these models have the option of allowing you to purchase it without the kit zoom (for about a $100 cost savings). I want to caution against that unless you already own a kit zoom—which is unlikely since this is your first dSLR.
There was a time, a camera, even professional ones, needed no batteries at all. In fact, you could buy a new one until as recently as 2006.
Normally I only buy the manufacturers approved batteries, because there are a lot of stories floating on the internet about exploding Li-Ion batteries, and because ever since Sony introduced the infoLithium, many manufacturers introduce an extra “smart” feature with circuitry where the lithium battery informs the camera about its age and charge, and I figure why risk it?
Nowadays, 3rd parties have done a good job of figuring it out, so I decided to take a dip.
Another reason for this purchase is the Olympus PS-BLS-1 holds 1080 mAH of charge, while this replacement is rated at 1800 mAH—almost twice as much!