A few details...
May I add a few details, or perhaps emphasize some important points?
You used the words, "modern powder" in your original post. I hope you meant "black powder substitute". Modern SMOKELESS powders in black powder weapons is another way of saying hand grenade. Never, ever, under any circumstances use any modern smokeless powder in a bp weapon.
There are several real black powders available, but most are hard to find. The most common seems to be made by Goex; it is an excellent powder and is recommended. Swiss is another brand that has a good reputation.
Substitute black powders are easier to obtain but are considered with disdain by some as they are not authentic historically. If you just want to shoot bp, they are fine, with some caveats: they smell a little different, don't make as much smoke, and can be, depending on the brand, harder to clean. I use Hogdon's 777 and am very satisfied with it, although you should only use about 85% as much powder as it is somewhat more powerful than real black powder. Other substitutes, such as Pyrodex, can be used 1 for 1.
"36 cal" round balls come in two flavors: .375 and .380. Which to use depends on the individual gun, and the differences can be subtle. .375 is easier to obtain as almost all suppliers sell it. .380 is hard to find - you might have to cast them yourself - but may be worth the effort. The "perfect" fit: when you seat the ball in the cylinder it should require firm, but not heavy, effort on the loading lever and leave behind a small ring of shaved lead. If you get the ring with .375 balls, then stick with them. If not, you may want to go to the effort of trying .380's. The final decision, of course, is which is more accurate in your gun, so shoot a bunch with varying amounts of powder and see what you like.
Using petroleum-based lubes: avoid if possible. However, I do use very sparing amounts of gun oil on the internal works of my bp guns once or twice a year when I tear them completely down for a thorough cleaning. Never use it in the barrel or cylinder under any circumstances; won't hurt anything but can be a real PITA to clean out. Wonder Lube and Bore Butter are fine products. All the different brands of bp cleaning solutions I've tried work well.
I like both of the references above. Worth the effort to read.
Welcome and enjoy! And come back with any questions.