I'm so glad you wanted one! Ebay isn't exactly one of those easy return places lol.
You are going to have a blast with it though.
I get my needles through discountembroiderysupply - they are way cheaper than getting them at the store - and they will fit your regular sewing machine as well :)
Thread? You can get some on ebay as well cheaper than you can at the stores/dealers... you might need to accidentally click on a thread auction :D
stabilizers - depending on what you are going to be making - you can get them at all sorts of places...