You are going to need a lot of blocks for this build so you should better get to farming. As for the blocks themselves, you can pretty much use anything. Cobblestone and Wood are the most common ...

You can find a saddle in "Minecraft" in treasure chests, by fishing, by trading with Leatherworkers, or by hunting Ravagers.

The Nether is one of the dimensions in Minecraft, and exploring it can be pretty rewarding. However, it is filled with hostile mobs, harsh terrain, and other hazards, which you will find pretty tough ...