The longer term objective of baby-led weaning is that your baby eats what you eat when you eat. However in reality in the first month or two, you will no doubt find yourself preparing separate meals for your baby because what you eat might be too hot, too hard to pick up, too salty etc. And naptimes and bedtimes may put paid to eating together at every meal. Plus you may be worried about allergies and want to introduce foods slowly.
Here are some foods that worked for us in the first couple of weeks (linked in to a post if I've written about our experience), but generally, foods that can be held without breaking, yet mush when gummed/sucked are ideal:
Watermelon
Banana
Broccoli
Sweet potato (see the page on DOs and DON'Ts)
Pitta bread with cream cheese or avocado
Rice crackers with cream cheese or avocado
Lamb chops