It comes with a ridiculous sample of white filament… not even enough to print the on-board file. Some people have managed to print the whole thing, but most people end up with half a dog.
So yeah, buy some filament on Amazon. Hatchbox is best.
I second the recommendation for hatchbox filament. It melts at a decent temp and flows nicely. for a person new to 3d printing flow issues with crappy filament can be frustrating.
The sample filament thing is so funny it’s almost a meme. The monoprice select mini comes with just enough sample filament to print half of the lucky cat model that comes on the sd card. It’s a right of passage to print the half-cat and post a pic of it.