The nock on an arrow is the slot that the string fits into to enable the arrow to be shot. Traditionally the nock will be cut directly into the wood and this is called a "self nock". Arrows that are shot from bows of high draw weight (100lbs+) would normally also have horn slivers inserted into the nock to re-enforce the wood and those that are less are re-enforced with thread wrapped around the shaft just below the nock. Without re-enforcement the bowstring can split the arrow from the nock to the middle of the arrow shaft like it was made of cheese and leave the surprised archer with the arrow stuck on his string (I've seen this happen).
Modern archers tend to use plastic nocks and these are available in a variety of colours. Using hot water, plastic nocks can be warmed up and adjusted to "snap on" and grip onto your string. Self nocks will not necessarily grip your string (as the serving on your bowstring may be replaced at some point and change the thickness of the bowstring the nock is trying to grip) so you need to be aware that you will need a bit more skill to shoot self nocked arrows.
I can put plastic nocks, re-enforced horn sliver self nocks (I actually use plastic slivers as this has no cost, does the same job and looks good) or thread re-enforced self nocks. With black (and it has to be black) plastic nocks I can shape them them and buff them down to look like full horn nocks. Full horn nocks would have been for a very high status or important archer.
So, with pen and paper handy you need to note one of the following...
Whether you want plastic nocks and what colour (these require additional cost for you to buy)
Whether you want thread re-enforced self nocks (these have no cost to you and are easy to make)
Whether you want horn re-enforced self nocks (these have no cost but take me longer to make)
Whether you want full horn nocks (these require additional cost to buy as you need plastic nocks and require additional work from me to make look like horn - also they'll indicate either hunting or high status arrows for your persona)
Get it written down? Great, let's move on to Step 4 - Fletching