Just get Panther
You don't have to go 10.1, 10.2, then 10.3 you can simply get 10.3. When you get the box, simply put in the first disk and the machine will ask if you want to do an upgrade, a clean install, etc. I would suggest a clean install unless you have something you need on the harddrive, in which case you need the install CDs as the above have suggested. However, if this is a computer that you have bought on eBay or from a friend, etc. then you will be better off starting from scratch w/ your brand new OS, this way you can easily go through all the nice and helpful dialogues that pop up when you first install a new OS. You can set up Mail, your browser, your name, etc. easily this way. Otherwise you end up with all of their junk and possibly some wierd preferences that you may not be happy with. I have all sorts of junk I don't think anyone else would find useful, so I would imagine you will find lots of junk on this machine as well.
Good luck.