A 2009 Macbook came with Leopard, 10.5.x. If the Mac didn't come with its original gray disks, you don't really need them. It's more a question of what OS you eventually want installed. Your Mac tops out at El Capitan 10.11.x.
What you could do is purchase Snow Leopard on DVD, or the electronic App Store download versions of Lion or Mountain Lion. Finding a genuine Lion flash drive would be a bit difficult, and likely overpriced.
Is the Macbook currently bootable, or has the drive been wiped and you currently have no OS you can install? If it is bootable, what OS is on it now? At the desktop, click on the Apple logo at the upper left and choose About This Mac. A small box will appear telling you what OS is on the drive.
Don't purchase anything until we know where you're at, and what OS you ultimately want to be on the drive. Be aware that it's possible to purchase some old versions of OS X, most browsers either down support them anymore (Snow Leopard), or soon won't for the slightly newer versions (Lion, Mountain Lion). These old OS releases also haven't seen security updates for a long time and will never see another one.
My suggestion would be to purchase what you can for certain install (Snow Leopard 10.6.3 on DVD from Apple), assuming your disk drive works, then update it to 10.6.8 (free). That will put the App Store on the drive and you can then obtain El Capitan for free and install that. That also does depend on how much RAM is installed. 2 GB is the minimum to run El Capitan, but it will run very slowly on only 2 GB of RAM.