You must carefully unharness yourself from a backstrap. Avoid yarns that are very soft or very stretchy. But anything from sewing thread to heavy rug yarn works on an inkle loom. The thicker the yarn the faster the warping and the faster the weaving. The thinner the yarn, the more delicate the weave.
Beginners are best off starting fairly thick.
You also need string to tie heddles and a shuttle. A belt shuttle is best, but any small flat one will do . Use a strong thin cotton or linen for heddles - carpet warp works well. And you need a loom. A smooth finish is essential or you'11 snag yarns.