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Use http://ragial.com/ to determine what the average price of an item is.
As far as needing Zeny; most likely. I'm sure it's possible to farm everything yourself, but it would be a massive pain. You're likely going to need to purchase equips, consumables, quest items, and much more from other players.
Try to make a merchant Alt, and get the overchange skill to level 10. This will allow you to sell junk to NPC's at a better price. It also allows you to get Discount, which is extremely helpful as your starting out.
If you want to earn big chunk of zeny you can sell Kafra shop items like Token of Siegfried / Kafra Card etc. or just sell Kafra points (100 Kafra points = 10m-12m zeny)