At the risk of incurring nigelh's mirth again ....
Sunglasses are your own choice but they shouldn't obstruct your peripheral vision nor interfere with the comfort of a headset.
As for headsets, check with the school but helicopters usually come fitted with them but this isn't always the case.
If you have an excellent memory (like nigelh), then you may not need a kneeboard but I use one for writing down the ATIS information (i.e. initial pressure, wind etc) plus take off and landing times, start and finish fuel quantity and datcon readings. You can also use it to write down all the frequencies that you'd need en route.
Cheers
Whirls