Congratulations to your son!
Either Pyrodex or BP will be fine. Many of us prefer real BP and I do suggest you use it if you can get it. Pyrodex is easier to find, in general, and if that is the case, so be it. Traditionally, 2F granulation or Pyrodex RS is the recommendation. 60 to 80 grains should do, at least for paper. It also is perfectly safe to use 3F or Pyrodex P, if that is what you find, and you can then reduce the charge by five or ten grains.
I do not know whether this gun is meant for conicals or round balls. Ideally, you would run a patched jag down the barrel and mark the rod to give you an idea of twist rate. If something like 1-30, it is a conical gun. 1-48 (and slower) is also very common, which calls for round ball. (With CVA, there also is a chance that twist rate is written right there on the barrel.)
If it is a roundball gun, .490" is a good place to start with balls. Anything of pure lead is fine. I kind of like Hornady's swaged balls, as they are very round and uniform. Cast balls are great, of course. Just make sure to orient the sprue up or down (not sideways) when loading.
It probably is a good idea to order a couple of different patch thicknesses. I would try .010 and .015. People, these days, often recomend an extremely tight ball/patch combo, in search of the last shred of accuracy, but I really hate having to use a hammer to load my gun, and have found that a looser combo rarely gives up significant accuracy.
Prelubed patches, by the way, are very convenient and work fine. I like the "Wonderlube" brand. They are slightly more expensive, but unless you plan on using hundreds of them...
Much is made of cleaning, but it's hard to do it wrong. You can order a steel loading/cleaning rod, but the rod which came with the gun will be fine. I like to use an undersized or worn out brass brush to hold a patch (the more traditional brass jag is perfect for shoving a patch down to the breech and then leaving it there!) as I think it helps get the patch into the corners of the rifling. Water is the key ingredient, and there's little reason to use fancy solvents. Ideally, a good amount of water is poured through the bore, after removing the nipple. That flushes out most of the gunk. Then wet patches are pushed through until they come out fairly clean. Some people like to then flush with hot water, which helps dry the bore. Others just use dry patches for the job.
So, a minimal purchase would be a pound of powder, a box of .490 balls, a bag of patches (preferably one of each size), a .50 jag or slightly smaller brush (jags come in two common thread sizes, so you'll need to check your rod tip), and cleaning patches if you don't already have any big enough.
Not utterly necessary, but close to it, are a powder flask, a powder measure, and a nipple wrench to fit the gun. None of it needs be expensive. Basic brass flasks work fine, as do adjustable brass powder measures. You may also want a short starter, which is simply a short wooden dowel with a ball on one end, to help introduce a tight patched ball into the muzzle. A "worm", which is a simple corkscrew affair that attaches to the ramrod, is also a lifesaver when a patch ends up stuck down the barrel.
Beyond that is a whole truckload of stuff which can be helpful but often is not. Most of us have all of it just because, but most of us keep most of it in a box somewhere...
Have fun, and take a look at Track of the Wolf, which is very popular with the THR crowd and generally has everything we need.