All you really need for starters is a cheap nut extension available from many music stores, including Elderly Instruments click here. Also, if you're going to tune like a real Dobro (GBDGBD) you'll need Dobro strings. If you're going to use any of the other common open tunings, regular strings should do.

If you fall in love with the style, you may want to have a scecial nut cut and maybe a higher saddle installed, but that's for later.