For the first few lessons you don't need a great deal. It's worth getting a book which explains the lessons so that you can read up in advance.
At some stage you'll have to get to grips with the exams that you need to pass to gain your licence and there is some outlay needed for that.
To some extent, it depends on your intended timescale. If you have in mind getting your licence in a month then ask your instructor for the complete list now - these things don't always arrive immediately. If you're taking a more leisurely approach then I expect (s)he'll tell you what's needed as you progress.
Enjoy your flying - it's a great privilege!