Stair building materials used in residential, commercial or industrial construction will normally be made of wood, metal or concrete and maybe a combination of all three. The most common of these materials will be wood. The wood will be construction standard material ranging from 2x4 to 2x14 and with plywood, thicknesses ranging from half-inch to 1-1/8 inch plywood.
Try to remember that plywood comes in different grades and these grades of plywood will make a big difference whether you are building on the interior or the exterior of your house. Plywood with a type X rating will be an exterior grade plywood.
For example a good grade of exterior plywood would be a 3/4" cdx grade of plywood. As a special note try not to use particleboard for your stair treads it seems to flex and break easier with a heavy load on it. I have seen large objects fall and punch a hole right through partial board and OSB.