Hi,
Welcome to A.org! This is probably the best place for questions about the old ("Classic") models!
You won't need any special cables to connect to the TV, but you might want to invest in a SCART cable for your Amiga - you can get them on eBay for about £10 usually. Otherwise connect it using the composite video (the yellow plug on the modulator - not the Amiga - and the yellow one on the telly). You can connect the sound up to the telly too but I prefer a proper HiFi.

You
will need a joystick, though. Many people like the Competition Pro joysticks, but if you get one make sure it's the original, not a USB one.
Your biggest task will be finding working disks. You can make disk images if you download "Abandonware", but the original disks are best - at least as long as they're still working.
If you want to do fancier stuff you'll need a more powerful Amiga than the A500 (it is 24 years old this year!) but you can get a lot of fun from an A500!
Basically, get a joystick, and experiment, and have fun! And no, you can't write Amiga disks with a PC (not without trickery anyway), unless you have a "Catweasel".

Enjoy!