There really any aren't any rules about what supplies you should use when sketching. There is the temptation to think that some miracle art pen, brush, pencil or Japanese marker will make you a fabulous artist but any of us will only get "good" by practice. I'll show you some of the things I like to use when I sketch.
It's hard for me to travel light, I have a tendency to keep sticking more pens and pencils and markers in my pockets and bag but I really do a much better job and think more clearly when I don't have a lot of junk to keep up with. I have had some fun sketching sessions with one ballpoint pen or a #2 pencil.
Below is collection of pens and pencils I usually have collected in a small, black zipper bag to take almost anywhere.
From the top down: A white china marker, a blue "non repro" Prismacolor pencil, orange, yellow, burnt sienna and black watercolor pencils, a regular 2B pencil, a black ballpoint, a brushpen with brown ink, one with blue, one gray and one with clear water, and a black brushpen.
The brands of these items don't matter, you'll settle on which you like best as you try them out.
I carry them in a cheap, little zipper bag I bought at Hobby Lobby.
Below the supplies are a few sketches from a 4 1/2 x 6 inch Fabriano Sketch Journal. That sketchbook has different colored pages that are fun to experiment on.
Check out the Brushpens if you aren't familiar with them, you can buy them at any art or craft store and fill them with your favorite ink colors.
I learned a great deal about some of the materials I use from Russ Stutler's website, stutler.cc. Russ is a great sketch artist who is very generous with his knowledge. Okay, go have fun! JRY