Good luck for the birth - I'm 34+6 with DC2 and feel totally unprepared at the moment (despite having a lot from DD), so know where you're coming from!!
You will need;
*1 pack of newborn size 1 nappies (although don't buy LOADS of this size as baby might not be that small...)
*cotton wool for cleaning (although huggies do new 'cotton wool wipes' in their newborn starter pack from Asda that look like a good alternative)
*1 short-sleeved vest (with poppers between legs & a wide envelope neck to go over baby's head easily)
*1 sleepsuit/babygro (with poppers up the front - do NOT get one with only neck/bottom poppers, these are a nightmare, however cute the suit is!!)
*1 hat
*1 cardigan (just in case its chilly)
*possibly scratch mitts (but if you've got a nice sleeps with cuffs that fold over their hands, you won't need these)
*if you're not breastfeeding, formula etc.
*car seat
*blanket to take baby home in (and possibly use in their crib in hospital)
I think they're the essentials. All else you can wait and see - Amazon is pretty good for baby stuff & do next day delivery if you need something urgently!! 
All the best :)