It's defo so individual isnt it?
Useful IMO (particularly if on own)
Yes to Ewan. You don't need it but it's useful to have a sleep prop when you can't breastfeed them back to sleep which isn't your phone. We have an owl from Lidl which does a similar thing. That said we have also used an app called Baby Sleep (free, purple icon) and a bluetooth speaker, which is a fantastic combo.
Set of safe co--sleeping guidance. Obviously a cot is safer but if she gets desperate it's best to know the least worst way if that makes sense? Particular focus on the C-shape position as it won't be so obvious if she's not BF.
Shnuggle baby bath. Miles better than an ordinary one, much easier to use on your own. Probably that apron baby towel thing which was on Dragon's Den too. And yes a bath thermometer. I poo-poohed this but then we didn't get the temp right at all to begin with.
Couple of books - The No Cry Sleep Solution for Newborns (not the original) - just gives you some tools and info which I found really useful even as a second timer who is pretty relaxed about sleep in general. And What Mothers Do - that's more of an emotional support thing but it's good.
Clothing vouchers which can be used online for delivery plus a small selection of different types of clothing, everyone has their own preference.
Sleeping bags and possibly some of those easy to use newborn swaddles?
Dummies - even if she is opposed it's nice to have the option when you're running out of options.
Cup holder for the buggy + insulated coffee mug ;)
If baby is due in winter, set of gloves that you can flip over the end to be fingerless (for mum) - means your hands stay warm when pushing buggy but can access fingers to do zips etc, retrieve dummy and so on without getting fluff all over the baby.
Lots of people like those milestone cards, helps you record milestones without needing to set aside time to fill in a book.