Most importantly, an open mind. You can't learn anything new or replace bad habits with good ones without an open mind.
Lunch, drinks (water!) and snacks. At my first, we shot until dark.
Shooting mat, carpet remnant or both. In my case, I'll take all the padding I can get spending all day on concrete.
Elbow pads are an absolute must. Knee pads are optional. Didn't use mine.
Notepad and writing utensil.
Sunscreen.
Folding chair.
Plenty of ammo. 500rds is SOP, more is better.
Tools, spare magazines, lubricant and cleaning supplies.
A good sling. Lots of folks use the GI sling, I like a good leather 1907 but they ain't cheap.
If you're running irons, a proper sight adjustment tool is a good thing. Proper zeroing is critical.
I'm sure I forgot something......