We'll be playing GURPS 4th Edition. At bare minimum you should get GURPS Lite. If you're serious about it, grab GURPS Basic Set: Characters. It has everything you'll ever need to create a GURPS characters.

You shouldn't set out to create characters until more setting information is available. I will provide templates for recommended character types, but those will still provide a good deal of freedom for your own customizations.

Other things you'll want or need:

1. Three six-sided dice.
2. GURPS Character Sheet if you want to try creating characters on your own.