What brand crossbow? What length arrow came with it? You can get some good arrows from Deer Crossing Archery (and get a 10% discount using code Joe53). Or, you can call South shore Archery and have Jerry custom make some Black Eagle arrows that are spine matched and weighed. They are probably the "best" for long range accuracy. For hunting accuracy - out to 40 yards or so, I have not found enough difference in accuracy to warrant the price. You might see differently. It is easy to robin hood at 40 yards if you shoot at the same spot twice on a regular basis (ask me how I know).
I have arrows with both 3" and 4" vanes. The 3" look sexier, are lighter, and add a small bit of speed, but I prefer the 4" as it just seems to give me a touch better accuracy. Arrows in the 325+/- grain range are considered the sweet spot for most bows. I have them ranging from 300 to 400 grains using a 100 grain point. Heavier is slower and has more drop, but penetrates better, which doesn't matter on deer as you will shoot thru almost always on a proper shot.
Length and nock type is dependent on brand of bow.