The dies.
If you buy a complete reloading kit as seen above you order it to that calibre that you will reload for. Otherwise you need to buy a reloading die set. If it’s for a rifle type of cartridge you only need a two die set.
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If you reload a straight case such as a pistol or revolver case then this is more in your needs.
For rifle cases one normally uses a two die set, one for resizing the case and the other to seat the bullet on top of powder. In a straight walled case such as most pistol and revolver cartridges you need a resizing die then a die to flare up the case on the mouth so you can with the third die put the bullet in and crimp the opening of the mouth again. Some cartridges need the bullet to be hold in the case harder than other, recoil and some mechanism of the guns can drove the bullet back in or let it out and hence change the cartridge length. We DON’T want that to happen so read more about that cartridge of yours, if you need to crimp do it.
Also a die set can have a powder die too, that’s mostly for the progressive presses. In that die the case actuates the powder dispenser.
A shell holder can be or not in the package you buy, if you reload a lot of difference cartridge then buy the complete shell holder kit.