you need the rulebook. You can get the regular, A4 sized paperback rulebook (which i cant find on maelstrom just now)
OR
the pocket sized rulebook. I dont have this myself, but Prim does, and Im given to understand it contains everything the full sized rulebook has, and is better laid out, to boot. I'd imagine it lacks all the fluff pieces, though (i.e. the story bits.)
There is one expansion for mali so far, called Rising Powers. You will need this if you want to play Kirai, as she is not in the basic rulebook. Malifaux is like Warmahordes in as much as the expansion books contain new rules for every faction. (as opposed to 40k, where each faction (army) has its own book (codex.))
Finally, you could use a deck of fate cards. Any colour is fine - theyre all the same, the colour is purely an aesthetic thing. These are not vital - you can use a regular deck of cards, but the fate cards are pretty
In terms of models, there are a number of factions (arcanists, guild, etc.) and within each faction there are a number of crews. You can mix and match within a faction, but tbh most people dont. They usually stick to specific crews, as they are quite strongly visually themed. However, the box set for each crew does not contain the entire crew. There are usually one or two (or more) extra guys you can add to that crew. These guys are usually pretty good.
e.g.
the Kirai box contains 1 Kirai, 1 Seishin, 1 datsueba, 1 ikiryo, and 2 onryo. This is quite a lot for a box set (it costs a bit more than others, too.)
However, there are a few other Kirai-related minis you can get in blisters, e.g.
Gaki, shikomi, and (I think) night terrors. I cant remember my fluff on that one.
Anyway, teh point is that a box set is a good starting point, but personally speaking i find the box sets lack a wee bit of oomph, so one or two add-ons might be worth considering. I play arcanists with 1 box set and 1 extra dude. I lose a fair bit, but its usually due to my own inexperience more than poor crew choice.