You will need the various sets of item cards (Chems, Equipment, Mods, Power Armor and Weapons) from wave 1 & 2 for both GM and players. I know you’re playing online, but for those playing in person you will ideally want a couple of copies of these cards - more for some of the consumable items like Chems, food & drink, grenades, etc.
The perk cards are not really necessary, as all the perks (and more) are listed out in the RPG rulebook - and a couple of them are changed slightly to mesh with the RPG rules. Either way, the RPG introduces a lot of perks for which there are no skirmish game cards.
The unit cards are useful to the GM (aka Overseer) to use as adversaries. In most cases you can just use them as-is with no modification, other than choosing appropriate gear and/or perks. Again, I know you’re playing online, but for face-to-face play I’d recommend printing them 9 to a page (3x3) to use as a sort of “monster manual”.
You’ll also need the playmats (basically the character sheet), and errata, and that should be about it. I found it handy to have copies of the reference sheets from the back of the skirmish game rulebook handy as well (the rules for the RPG are basically just a superset of the skirmish game rules, so these reference sheets work for the RPG too). It is free to download from the Modiphius F:WW downloads page.
There are currently no official rules for creating your own characters from scratch. I did some math a while ago and came up with some guidelines, but they haven’t been playtested and almost certainly don’t use the same process Modiphius used to create and balance the Archetypes - so use with care:
Enjoy the game - I’ve been having a lot of fun with it.