hi mate, for the leather you could try leprevo, the identity store, tandy leather, and ebay maybe, as you are just starting out maybe some scrap leather from ebay.
as you want to make a sheath you want 3.5 to 4 mill leather, veg tan, you could use chromium tan, but veg tan is best. actually to be honest you could even use any type of leather to practice.
you can get all your tools from any of these outlets.
hope that helps a little bud.
take care.
lee.