Welcome to the forums,
Just to start off, like all things you will want to make sure you are prepared before you start to begin lifting.
In my opinion you will want to estabish a solid foundation before you start lifting. This means things like pushups, bodyweight dips, bodyweight squats and lunges.
As far as mucles going think core and lower half. Strong legs and a solid stable abdomin and back. What is necessary for pitching isn't your typical beach body with big arms and shredded abs. Quite frankly big arms like Popeye won't gain you a whole lot, but some tree trunk legs like Bartolo Colon, http://graphics.boston.com/bonzai-fba/Globe_Photo/2004/10/07/1097147987_9458.jpg , those can prove to be beneficial.
There are plenty of guys around here that will be able to give you an answer above and beyond mine, just wanted to get the ball rolling