If its your first robot it would prob be best to start with a feather as they are way more easier to build and cost much less then heavies but if your set on building a heavy heres a basic part list (ive probably missed some bits out feel free to correct):
2x or 4x motors
2x speed controllers
battery pack
Radio controller
radio receiver
wiring ect.
some type of plastic/metal for frame/Armour
wheels
I predominantly build feathers so I dont know much about any special stuff that heavies will use like gearboxes ect. so yeah