I will post a more specific supply list in the classroom but you'll need to buy some supplies that, if you have nothing, might run you about $15.
-A bucket of white air-dry clay (NOT the little colored individually wrapped packages; true air-dry clay comes in a big lump in a bucket!) - Crayola is a readily-available brand 
-a work surface for the clay, eg a plastic placemat or garbage bag - you shouldn't have to buy anything special for this.
-a cellulose sponge
-a damp washcloth and/or damp paper towels
-some clay tools - if you have play-doh tools, those might work, or you can use things like:
  -a plastic fork (could be a regular fork, but it'll get clay on it - always nice to keep eating/art supplies separate);
  -a plastic spoon (could be a regular spoon, but it'll get clay on it - always nice to keep eating/art supplies separate);
  -a plastic knife and/or popsicle/craft stick
  -a chopstick 
  -a pencil
  -toothpicks  
-for decoration, Day 5 (optional, students may choose to just make more things on Day 5 and not decorate): watercolor paint and/or tempera paint & brushes, and/or colored pencils

Air-dry clay is a messy medium in that it can create a lot of dust! You'll want to have an impermeable work surface (for example: a plastic placemat or a garbage bag) that will be easy to clean. Since you don't want clay dust floating around in your house - although I'll be reviewing clean-up with your learners, I highly recommend ensuring a good table/surface wipe-down with water after class is over to make sure they've cleaned up well enough! Your learners may get some clay on their clothes as well, so a smock isn't a bad idea.

Lastly, we will be using tools like plastic forks & knives & toothpicks to work with the clay. Although we'll review safety, please stay nearby if you are concerned your learner can't use these tools safely.