There is a whole thread somewhere about this.
My advice is:
Bring yourself, a lined notepad with holes in the side, two pens (to make friends with the people who forgot their pens - ie. me), your timetable, your map you got in O-Week, and your Ipod. And a paperclip. And a highlighter - yellow and pink are the best.
Possibly a bag to put all this in. Or pockets and your hand.
You won't learn anything in the first few days, they will just be discussing the course outline and everything. After a few days you will have an idea of what kind of system you will use - like whether you will use a 4 subject notepad, a ring binder, separate books for each class etc. Your system will then fail in the first month, but its fun while it lasts.
I recommend a system that utilises post-its. I go through more of them than anything.
Bring some food or lunch money. Try to be on time and don't be afraid to sit next to strangers in lectures. Aisle seats are the best though.