If you’re getting a bundled PSP 3000 system then it will probably come with a memory stick (PSP accepts Memory Stick PRO Duo format). Otherwise you will need to buy one.
And yes, you can buy and download Patapon 1 & 2 directly from your PSP through the PSN Store.
Wait, did Patapon 2 ship yet? I don’t even have a PSP (or plans to get one), but I’m confused by this thread now (e.g. where above Jazar says “you can buy and download Patapon 1 and 2…”). If this thread went from “coming soon” to “you can buy now” without even a single “I got it! Yay!”, I’m’a wonder who replaced my Qt3 with Pod People Qt3.
I remember a thread on it a while back, there was definitely discussion of the game. It’s still the same fun music strategy game you remember with more fun boss fights and vastly more in depth squad development.