MDF, Tools and screws kinda covers all the bases. Not sure what glue your planning on using but it looks like most use TiteBond II last box I built I used Gorilla glue and it worked good, just gotta do a little more clean up. Maybe some silicon for sealing the joints if need be (some also say this isn't necessary if the cuts are good, but it won't hurt). Not sure what you have for tools but a counter sink bit for the drill is nice to get the screws in nice and flush without mushrooming the MDF or having the screws stick up.
Oh yea and a camera is a must, take some pics and post em up as a build log. Good luck on your build and enjoy crafting something you can be proud of.
1 5/8" drywall screws, TiteBond II, a square, a smaller drill bit to predrill all of the wholes, drill, sandpaper(not needed if cuts are right, but its your first box so........) other than a saw(circular or table) and a jigsaw, thats about it.
a counter sink bit for the drill is nice to get the screws in nice and flush without mushrooming the MDF or having the screws stick up.