One of the great things about choosing caving as your hobby is that compared to other extreme sports it does not cost that much to buy all the basic things you will need. As most of the essential items are fairly cheap I would advise to buy the best quality you can, it may just save your life. While I sit at my desk working on this I have safety in mind.
The most important item is a decent helmet. There are an unlimited amount of things that can go wrong and protecting your head should be first on your list. If you slip, bump your head on the ceiling or get in the way of a falling rock you need to know you will safe. In many caves around the world you might find other cavers moving around above you, this makes a head injury from a falling rock a real possibility. Most climbing helmets are designed for the job and feature a quick release chin strap increase it gets caught or hung up on something.
You will also need a decent light and with the popularity of LED lighting these days there are plenty of different models to choose from. Checking out the lighting section of online caving suppliers should make it simple to find one. Also take a second light with as a backup, if your light gets smashed or the battery fails you could be in real trouble. Most decent lighting systems are also waterproof.
Good clothes are equally important and you can decide on what you want to wear depending on the type of cave you are exploring. If it is in a hot climate than make sure you wear something lightweight, equally you would want to be prepared for colder climates. I normally advise people to ensure they have a lightweight jacket and something light and dry to change into should they slip into water somewhere. If you are caving a really cold climate then hypothermia is a possibility, always make sure you take a pair of gloves.
Always ensure you have plenty of food and water, this is up to you as well but I would recommend energy bars and other foods that can give you energy. Always make sure you have sufficient water and if you are going a long trip then it makes sense to pack some coke or other drink high in sugar to keep your energy levels up.
Checking out any popular online store that caters for extreme sports or specifically caving equipment should have everything need to make your trip successful.