Hi guys...
I am planning to create my first terrain but I need to know wjat materials would I need ...

Depends what kind of terrain really, natural or buildings sort.

For buildings your main ingredient is foamboard. This will be the basis for your walls and most things. Balsa wood can be handy for anything wooden obviously like Rohan structures. There's really so much that it's difficult to add it all. If you were to be a little more specific that might help.

Drum

Glue might help too....

But seriously, drum is right. You might consider getting some polystyrene sheets, for hills and moria-type terrain as well. Some sand and perhaps some plaster/wall filler is helpful for stone texturing, and covering up the appearance of the white expanded styrene, if that is what you use.

Also you'll need some paints that aren't GW ones, especially when building larger terrain projects. cheap latex paint could work, or some half-decent acrylics.
You could try looking on the terrain articles on this site, depending on the sort of pieces you plan to make.

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Most I would want rohan buildign and grass field but also I would like advice for stone walls and stairs...
Sorry for not being specific

No worries, it just helps pinpoint things sometimes. Rohan buildings often have a stone foundation which can be achieved by insulation boards (B&Q supply this as do most DIY stores). Bricks can be easily applied into this with a pencil. The rest can be made out of balsa wood rather easily. Grass fields for a board can also be done several ways. You can go for sheet of static grass or base your board with sand and then flock on top. I'll see if I can find an example for you somewhere.

Drum

Thanks you very much Just nwo i remembered in TTT journeybook it has pages on how to create rohan buildings