What do I need to connect a refrigerator water line?
You will need a compression fitting for both ends if you don't already have them.  Often the fridges will come with a plastic supply line but I always like to replace it with a copper one as they last longer and are less prone to damage.

You might also want to verify the valve works correctly.  If it is a piercing-type valve, the often fail and should be replaced with a soldered/compression fitting.