It depends on the workout or program you choose. OSX has bodyweight only, dumbbell, and full gym options, and every workout says what it needs before you start.
Dumbbells
Most of the app runs on a few pairs of dumbbells.
Women
Light: around 2 kg (4 to 5 lb)
Medium: around 4 to 5 kg (9 to 10 lb)
Heavy: around 7 to 10 kg (15 to 20 lb)
Men
Light: around 5 kg (10 to 12 lb)
Heavy: around 10 to 12 kg (22 to 26 lb)
Use these as a guide. Adjustable dumbbells are the best money you'll spend: one purchase covers you for years.
The rule beats any number: the last 2 or 3 reps of each set should feel hard with clean form. If the timer runs out and you could easily keep going, go heavier.
Also useful at home
A workout mat
A resistance or booty band
A yoga block, for some workouts
You don't need every piece for every session. Check the workout details before you start.
Gym
Gym style workouts and gym programs use machines, cables and barbells. Training at home with dumbbells? Look for the Dumbbells Only row in the Gymstyle tab.