Primer, powder, wad and shot are some shotshell reloading supplies. These internal components along with the hull, which is the only reusable piece of the shotgun shell, comprise all of the parts necessary to construct a new shell.
The primer is the center firing mechanism that generates the initial spark that ignites the gunpowder. The wad goes between the gunpowder and the shot to keep them separated. The wad also works as a check valve for the expanding gas from the explosion. The wad also helps protect the inside of the barrel from damage caused by the shot when using steel shot instead of lead. The shot is the pellets that are the projectiles.