Diodes: "1N4001, 1N4004, 1N4007 will all work fine"
I guessed the resistor has to be a 7812 (since the original is a 7805)
and the transformer has to deliver 15 VAC to compensate for the regulator.
will all work fine..
Do you have any idea how much current you need?
In electronics (or any other engineering) it's often the case that components are not critical... There are lots of situations where any resistor between 1K and 10K will work, etc. But, the trick is knowing what's critical and what's not and that only comes with learning and experience.
Working with mains as a first project with little knowledge of electric or electronics can spell disaster. Mains power can kill you if you are careless. Use a GFCI protected power strip to plug your project into. Turn off the power when attaching wires Make sure your breadboard is secure on the CLEAR table. If possible, find an enclosed transformer pack. I have several I salvaged from old home security systems. Some are 24VAC, some 16VAC. It's not a big deal to send a LDO regulator up in smoke, or blow a capacitor because it was too low a voltage or backward polarity. It stinks bad, but a quick flip of the power button makes it all better. Roasting the cat because it jumped onto your bare mains wires might be amusing to some, but should still be avoided.Double check your stuff.