Tallybear if you ask 10 different people you'll get 10 different opinions on whether your list is right or not.
There are a quite a few things on your list that I never used, or realised after I had perfect alternatives for already.
Mattress protector - came as part of the mattress so we didn't need a separate one. (Unless you mean for your bed.... I'm going to stick some of DD's drynite pads on my bed)
Waterproof sheet - Isn't this the same thing?
Sheets - we used a sheet for swaddling, DD was a summer baby... we'll probably use a blanket too for this one. So you may need some cellular blankets
Changing table - Expensive for the short amount of time you'll be able to use them (not safe once baby starts rolling.) Also they take up a lot of room. They are good if you have a CS though. We just put a changing mat on a blanket box which is now DD's toy box.
Bath - we were given one, which we used once, and it was a hassle to fill up. We just used the big bath after that.
Top and toe bath - tupperware bowls are fine
Room thermometer - Our baby monitor had one on.
Microwave steriliser - again we were given one, it was basically a large tupperware box that you put a bit of water in the bottom of, and had a valve.... but you could just put the lid on slightly wonky. :) Or a dishwasher works just as well.
I can't think of anything I'd add... except a water bottle for you. All too often when I was feeding DD I'd be desperate for a drink, but couldn't reach it on the table. SO I started filling a waterbottle that I could throw on the settee next to me without fear of it spilling.
Also as people have said, comfy clothes for you and baby. I loathed tracksuit bottoms before DD was born but ended up living in them. I started off wearing pyjamas, but you never know when you're going to get a shower, and I felt so embarrassed when neighbours dropped round and I wasn't dressed. I got some tracksuit bottoms so that I felt half presentable for random guests... or the postman. :o