MUCH longer answer than we have room for here, unless someone wants to pay for a lot more bandwidth. You need to do some reading- and share some info with us- WHAT KIND OF RIFLE? Flint, sidelock, inline? What make/model?
If you have a make/model, we may be able to help you locate an owner's manual. Meanwhile my crystal ball is in the shop for oil change and calibration.
One constant- you will need black powder, or a legit BP subsitute, such as Pyrodex. NEVER, EVER use smokeless gunpowder in a muzzleloader. That way lies death, doom, destruction.
Beyond THAT, your rifle might use a cloth patched round ball, a maxie ball, or a sabot and jacketed bullet.