Essential? Only the core rulebook.
Other than that, you might wish to look for any of the
WD articles that aren't in the Apocrypha books. In particular, the Marienburg articles that were in various issues between 118 and 140 (I think Marienburg: Sold Down the River is a compilation of these and additional material).
Wikipedia lists the following list of 1st edition books:
Published by Games Workshop[edit]
GW2051 Warhammer Fantasy Roleplay (main rulebook, hardback, 1986, ISBN 1-869893-02-6)
GW0021 The Enemy Within (campaign supplement, 1986, ISBN 1-869893-04-2)
Dungeon Rooms and Dungeon Lairs (boxed floorplan sets, 1986)
Character Pack (1st edition, expanded rules for character generation, 1987)
GW0022 Shadows over Bögenhafen (second part of The Enemy Within Campaign, 1987, ISBN 1-869893-07-7)
GW0023 Death on the Reik (boxed edition, third part of The Enemy Within campaign, 1987, ISBN 1-869893-10-7)
GW0025 Warhammer City (Middenheim sourcebook, 1987, ISBN 1-869893-24-7)
GW0024 Power Behind the Throne (fourth part of The Enemy Within campaign, 1988, ISBN 1-869893-43-3)
GW0029 Death on the Reik (republished as a hardback, 1988)
GW0027 Warhammer Campaign (hardback collection of The Enemy Within and Shadows over Bögenhafen, 1988)
GW0028 Something Rotten in Kislev (fifth part of The Enemy Within campaign, 1988, ISBN 1-869893-56-5)
GW0111 Realm of Chaos: Slaves to Darkness (first of the two Realm of Chaos volumes, joint WFRP/WFB/
WH40K hardback supplement, 1988, ISBN 1-869893-51-4)
GW0026 The Restless Dead (collection of scenarios previous published in White Dwarf magazine, 1989, ISBN 1-869893-73-5)
Warhammer Adventure (collection of the first three parts of The Enemy Within campaign, 1989)
Warhammer City of Chaos (collection of Warhammer City and Power Behind the Throne, 1989)
GW0030 The Empire in Flames (sixth part of the Enemy Within Campaign, 1989, ISBN 1-872372-08-2)
GW0020 Warhammer Fantasy Roleplay (main rulebook republished as a softback with minor corrections, 1989)
GW0112 Realm of Chaos: The Lost and the Damned (2nd volume of the joint WFRP/WFB/
WH40K supplement, hardback, 1990, ISBN 1-869893-52-2)
Published by Flame Publications[edit]
Character Pack (2nd edition - 2nd edition of the character pack, not the game as a whole, 1990)
FP0016 The Doomstones Campaign part 1: Fire in the Mountains (1990, ISBN 1-872372-14-7)
FP0003 Lichemaster (a redesigned scenario pack from the second edition of Warhammer Fantasy Battle, 1990, ISBN 1-872372-01-5)
FP0017 The Doomstones Campaign part 2: Blood in Darkness (1990, ISBN 1-872372-23-6)
FP0035 Warhammer Companion: A Grimoire of arcane knowledge (collection of scenarios and additional rules, 1990)
FP0018 The Doomstones Campaign part 3: Death Rock (1990, ISBN 1-872372-24-4)
FP0019 The Doomstones Campaign part 4: Dwarf Wars (this did not have the Doomstones name, but it is the fourth title in the series, 1990)
FP0037 Death's Dark Shadow (scenario pack, 1991)
FP0036 Castle Drachenfels (scenario pack based on Jack Yeovil's novel Drachenfels, 1992)
Character Pack (2nd edition - 2nd printing - 2nd edition of the character pack, not the game as a whole, 1992)
Published by Hogshead Publishing[edit]
HP200 Warhammer Fantasy Roleplay (softcover reprint, 1995, ISBN 1-899749-01-2)
HP201 The Enemy Within Campaign volume 1: Shadows over Bögenhafen (reprint of Warhammer Campaign, 1995, ISBN 1-899749-02-0)
HP202 Apocrypha Now (additional rules, 1995, ISBN 1-899749-03-9)
HP203 The Dying of the Light (scenario pack, 1995, ISBN 1-899749-04-7)
HP206 The Doomstones Campaign volume 1: Fire and Blood (collection of Fire in the Mountains and Blood in Darkness, 1996, ISBN 1-899749-09-8)
HP205 The Enemy Within Campaign volume 2: Death on the Reik (reprint, 1996, ISBN 1-899749-07-1)
HP204
GM's Screen & Reference Pack (1997, ISBN 1-899749-08-X)
HP209 The Doomstones Campaign volume 2: Wars & Death (collection of Death Rock and Dwarf Wars, with three new pages, 1997, ISBN 1-899749-10-1)
HP212 Middenheim: City of Chaos (reprint of Warhammer City, 1998, ISBN 1-899749-12-8)
HP211 The Enemy Within Campaign volume 3: Power Behind the Throne (reprint with a new 14-page prologue, 1998, ISBN 1-899749-11-X)
HP213 The Enemy Within Campaign volume 4: Something Rotten in Kislev (reprint, 1999, ISBN 1-899749-19-5)
HP208 Marienburg: Sold Down the River (Marienburg sourcebook, 1999, ISBN 1-899749-14-4)
HP214 Apocrypha 2: Chart of Darkness (additional rules, 2000, ISBN 1-899749-17-9)
HP217 Death's Dark Shadow (reprint, 2001, ISBN 1-899749-27-6)
HP215 The Doomstones Campaign volume 3: Heart of Chaos (a new fifth part for the Doomstones campaign, 2001, ISBN 1-899749-16-0)
HOG207 Realms of Sorcery (magic sourcebook, 2001, softcover [HOG207S, ISBN 1-899749-13-6] and hardcover [HOG207H, ISBN 1-899749-33-0])
HOG220 Corrupting Influence: The Best of Warpstone, Volume 1 (compilation of articles from Warpstone magazine, ISBN 1-899749-34-9)
HOG218 Dwarfs: Stone and Steel (Dwarf sourcebook, 2002, ISBN 1-899749-28-4)
