However there is no list with all the components I would need to purchase to get started.
I can see that I will need a breadboard, a male header strip and obviously a RasPi but can’t identify all the other components.
10 - 200 Ω Resistor (My recommendation is to use/get a 1k potentiometer - I prefer having easy control over the output of LEDs)
At the end of the day, the specifically required hardware is just the Raspberry Pi Zero W. So, no other hardware was mentioned. That is, you could achieve the same result with nothing other than the Raspberry Pi and an LED (3.3V is a bit much for the LED I was using, but most can run at that for a short period)