Came on here to suggest you check out Gillian Gladrag but I see Cremo has beaten me too it. Hobbycraft now stocks some needle felting supplies and kits (including some GGladrag ones).
What kind of stuff are you interested in making. For cute, weird stuff check out I felt awesome (and take a look at the authors other work including 6 foot needle felted monsters. OR if you want more decorative stuff try some of the Gillians Gladrag's books. Pintrest is good for getting idea, or youtube if you want to watch how other felters do their thing.
I would suggest getting a multi pack of wool in lots of different colours, for example you can get small starter packs, or if you think you are hooked already and need to satisfy the wool lust there are bigger packs.
There are absolutely loads of nice books on amazon, and supplies (wool tops, needles, foam blocks etc) on amazon too.
I would also recommend getting some storage that can be sealed, eg Really useful boxes, as once you build up your stash of wool tops things can start to smell a bit sheepy.
Its a good time of year to get cracking on the needle felting, if you are into Christmas decorations then its perfect for making tree baubles, mini Xmas puds, snowmen, fat robins, santas etc. Don't waste your felting material bulking out the core of the sphere, just wind up a small ball of wool and cover that with the needle felting (although if you are putting this stuff on you Christmas list it might be a bit late by the time santa comes)