Sheet plastics are the obvious starter point for any of this sort of scratchbuilding, but you'll also need rod and/or tube, epoxy putty (preferably one of the clay-like ones, not Kneadatite/GS) and a good selection of hand tools at the very least; a motor tool isn't vital but it would be a great boon here, for many different aspects of the build.
There is a ton of effort involved in this sort of thing, but it's not quite so daunting if you break the construction down into subassemblies.
The tracks would potentially be one of the most tedious parts of the process, since you need to mass produce the same part as quickly and easily (and ideally, cheaply) as possible. But the low-tech approach of making a press-mould should do fine for most simple track types... at least for one side of them - depends if you want track horns on the opposite face. The wheels may represent the hardest part to make to a high standard, particularly if you don't have a lathe.
Since you're obviously very new to the subject you would be best served doing an Internet-wide search to find as much as you can about scratcbuilding AFVs and other vehicles, to familiarise yourself with the various materials, production techniques and methods you may need to employ. There's a ton of free info out there without having to invest in a book, although a few of the published titles are well worth their money.
Einion