Just make sure you're using 1.75mm 3D Printing filament. The other common dimension (2.85mm/3.0mm) will not work in your printer. PLA is the easiest filament to print and most widely available. It also comes in bright colors and is great for classroom use. Hatchbox and eSun are great brands that are available on Amazon.

Our Community Objects page has a "3rd party spool holder" for the Dremel 3D45. Click the photo or link below to reach it directly, or you can search "Dremel" in our Community Objects Page

For a nice strong spool holder, we recommend paying attention to the settings mentioned under the description.

Dremel 3D45 - 3rd Party Spool Holder

You can also explore options like using 608 Skateboard bearings and printable spool holders or buying an inexpensive lazy susan to sit next to the printer.