On your first track day some of the things you will need are-
A cooler full of water and electrolyte drinks
Quality helmet
One piece suit is preferable but two pieces are allowed as long as they zip together
Track specific boots and gloves
Sun protection (hats, sunscreen, pop up tent)
Lunch if it isn't provided
Extra change of clothes for the end of the day as you will be sweaty and might poop yourself if you run off track.
Make sure your bike is up to spec maintenance wise
Nothing hanging off the bike
Fresh fluids
Tires and brake pads at least 50% life.
Walk into the day with the mindset that you're here to learn, not show off. You might be fast on the street but the track is a different beast be humble and take your time. Listen to your coaches.
Please add to this list!