Have to agree with Whirlybird and helimutt,
DON'T take anything to start with other than your enthusiasm and a determination to enjoy what will be a fascinating, frustrating, rewarding, sometimes depressing but ultimately uplifting experience. Nothing is actually required but some things will make your life easier especially at the times when you'll be concentrating so hard you won't even be able to remember your own name! Your instructor will point you in the right direction as to what you'll need.
I've been flying helicopters for over 20 years now for various organizations some of which provided you with everything and others which gave you absolutely nothing. Personally I don't get on with kneeboards, I bought a pair of Randolph Engineering sunglasses once because I thought that's what I needed, don't even know where they are now, but the one thing I have bought for myself is a noise cancelling headset. Should have bought one years ago. Helicopters are noisy, especially the R22 with it's perfectly fitting doors
so anything that can make your learning environment a more relaxing place has got to be worth it in my opinion. They're expensive and you don't need it just yet but it would be first on my list if you've got the money.
Have fun.