What are some shielding materials adequate for protection from alpha particles?
Water, paper... almost anything will do
Alpha particles are the easiest to shield compared to other types of radiation.
The particles are very large in atomic terms: 2 neutrons and 2 protons and thus a 2+ charge. Because of these properties they have a lot of interaction with material and lose their energy on a very short distance.
In air they can only travel up to 5 cm. The stopping power of most materials for alpha particles is very high. Even a piece of paper is usually enough to stop alpha particles as is a few millimeters of water. Alpha particles even don't come past the top layer of your skin.
Note that the small range in material doesn't mean that they have less energy, it just means that they deposit their energy on a very small distance. So they can cause a lot of damage when for example ingested or inhaled!