1) Local stores that sometimes carry hookah products will be head shops(smoke shops), Tobacco shops. Don't live in Mass. so can't tell you if there's any there. Personally you should look at our online vendors here. Items are much cheaper than local stores in most cases and combining items to reduce shipping damages come out cheaper than spending your own gas at times.
2)Any coal made for hookah. There's naturals and quick lights. There's a huge amount of information on coals in our product reviews section. Any retailer who sells hookah tobacco will most likely have coals. Again, see the above about online.
3)To start you need a hookah(obvious), hose, bowl, tobacco, coals, foil, tongs, good drink and snack to enjoy with it. Good music or movie. Good luck to you and ask if you have any more questions. That's what this forum is here for.