if she's from a different country then maybe it'd be good to make her a sort of welcome pack to get her used to bring a young girl in England - eg. Some british magazines, toiletries, maybe a voucher for a high street store like TOPSHOP, a british sim card for phone, stuff to help her get to know the local area like maps, bus timetables etc
When i was an Au Pair in Mallorca the worst thing was that they made no effort to 'settle me in'. I wasn't even given a peice of paper with the address of where I was staying on until I had been there for a week and a half ! They also didn't tell me that just down the road there was a cafe, shops and a beautiful feild to go walking in....And they didn't help me to buy a spanish sim card, or even take me somewhere to change my £ into euros no matter how many times I asked them. so I ended up feeling insecure and lost and stuck in the apartment worried that if I left, I'd have no idea how to get back there without an address, no money for a taxi and no phone to call them to say I was lost ! haha. pretty bad organisation but you sound lovely to think of giving her a gift and I'm sure she'll feel very welcome : )
We give them a card and some biscuits (like shortbread) and chocolates etc to make them feel welcome. We also provide a comprehensive handbook (thanks to some other mums on mumsnet) and I agree with Pixiella getting your bearings are really important. We provide several maps and drive them around so that they can see where the shops, train station etc are.
We have done different things. nice showergel/body lotion and chocs for latest AP, a fluffy bath robe and smellies for last AP (she was in spare room for first week so had to cross the hall to get to bathroom, hence fluffy robe). We also do maps, UK mobile, info on house and area and drive them round to see train station, local shops, car parks, cinema etc.
In our experience the best way to make an au pair to feel at home is to take some time to explain what is required of them, and give them plenty of opportunity to spend time integrating with the family - especially the children. A small gift is a great idea.
What are these body lotions and other stange things of what you speak.
I think the most important thing you can give is time. They will be feeling a little nervous, lost and homesick (to varying degrees our previous supremely cnfident Dutch AP was an exception).
Even with the manual, they will forget things and get things wrong. We are still in the first few weeks of our new AP, we are still at the sitting down every evening and debriefing the day stage. Lots of emphasis on what has gone well, picking up on things that haven't gone as well and then back to what has gone well again.