Not a stupid question and it is something that you should ask whoever you buy from. Based on my experience in buying from unicycle.com (UDC) they do not provide the tools necessary to assemble or maintain a unicycle.
The video I linked is using a different unicycle, but I’m 90% sure the tools are exactly the same. If not, every hardware store will carry the tools needed, nothing special required. Also a pretty good instructional video for when you get it, it should steer you clear of all the common mistakes.
Not a stupid opening question but a very sensible one, because the right tools are part of the cost of getting into the sport. No one wants to wait for delivery of a unicycle only to find they need to buy tools to assemble it.
Everyone with a bike or unicycle could do with a tool box containing a pedal spanner (US = wrench) and a decent set of Allen keys (do you call these hex wrenches?). A small (1/4 inch drive) socket set is also useful, and a selection of screwdrivers, mainly cross point. In the UK, Pozidriv is more common than Phillips, but this may vary in other countries. I believe Canada uses Robertson square tipped screwdrivers.)
Later you’ll need things like crank extractors and spoke keys, and of course tyre (US = tire) levers (US = levers, but pronounced differently! )
Most of the tools (screw drivers, Allen keys, small socket set) have many uses outside of cycling, so you should buy decent quality. I also have a small Park Tool torque wrench capable of taking small Allen key bits; it’s nice to have but not essential.
There is nothing on a unicycle that is complicated, so it’s a really good starting point for developing your mechanical skills.