On the first day-some of the lectures are just introductory (hi, I'm your lecturer, my office is here, my email is this...etc)-but others plunge right into work-so it pays to be prepared for the subject and bring anything you think you may need...but at the same time-it is only the first day, so you probably won't be doing practical stuff where you may need lots of equipment, like lab coats and gloves and stuff!
You won't need textbooks on the first day (not that you should have any yet anyway-definately wait til the lecturers tell you exactly which ones you need! And you don't usually bring any textbooks along with you to UNI anyway.) But I know we got given these manual/handbook things for most of our subjects before the semester began, and it is probably a good idea to bring those along, for the subjects you have that day. (if you get given manuals that is...if you don't know what I'm talkign about, then you must not have been given them, so don't worry.
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Other than that-all you really need is paper and a pen to take notes. I personally recommend buying A4 excercise books for each subject so they are easy to keep organised and in one place, but lots of people just use loose paper...either way is fine I spose.
Oh, and don't forget your timetable!
And if you hve a map of the campus, that is probably a good idea also, in case you get lost!
And don't be nervous, there is nothing to be nervous about! I started last week and I had no idea what was going on and thought I was gonna turn up there and be all lost and confused-but all the other first years are in the same boat, and lecturers understand that you aren't born knowing all the ins and outs of UNI life.