Empty Roads is a collaborative storytelling game. You need a group of like-minded players (4-5 is optimal). One person of the group becomes the Moderator. The Moderator keeps the game going by reminding the fellow players that it's time for the protagonist to move on. You also need a bunch of papers and pencils for jotting down notes. No dice or other accessories are necessary.
Then you need to agree upon a basic setting: time and place of the story