The specific tools you need will depend on exactly what you want to do and the material you're working with; the list below covers both the tasks required to make a bag and the tools necessary to complete them, and assumes that you're using normal, veg-tanned, undyed leather.
You'll need some way of cutting the leather to shape. I like to use an ordinary scalpel, with a fresh blade, but a craft knife or Stanley knife will also do. You'll also need something to cut on and a steel ruler to keep your lines straight. For thin (<2mm) leather, chunky fabric scissors will also work but won't leave as neat an edge.
Veg tanned leather can be moulded by soaking it in water (which I assume you have access to) and forming it to the desired shape. No additional tools needed.
To attach your bits of leather you'll either need to sew or rivet it together. If you're sewing you'll need a pricking iron, awl or stitch punch to make holes in the leather (you can't just sew straight through with a needle like you can with fabric) and a thick needle and strong thread.
You may also want a stitch groover to make a groove for the stitching to sit in. This keeps it from sticking out above the surface of the leather, which helps protect the stitching from wear and tear (think the stitching on the soles of shoes, for example).
If instead you want to rivet the leather, you'll need an appropriately sized hole punch and a hammer, or a pair of punch pliers to make the holes for the rivets to go through. You'll then need rivets to go in these holes and a rivet setter or pair of rivet setting pliers to fix them in place.
The above tools are all that are strictly necessary for a functional item; those below will help make it look better and last longer
Task: Finishing & Dyeing
There are lots of different ways of finishing leather, but most come down to some combination of dyes and oil based finish. For more information, see this previous question
Task: Edge Finishing
It's normal to bevel and slick the edges of a piece of leather using edge bevellers and edge slickers
Task: Embossing & Carving
To emboss (technically deboss, as the design is lowered not raised) you'll need stamps and a hammer. Carving can be done with any kind of knife, but there are specialist knives specifically designed for it too.
If you want to line your bag with a layer of fabric, then you'll need fabric scissors and a needle & thread as a minimum.
I don't know where you live, so can't recommend any brands to you, but I personally buy from LeProvo here in the UK. Their site also contains pictures of all the tools listed above, which should help you to match their names to their forms.