Something for baby to wear - generally one layer more than you so vest, babygro maybe little cardigan/jacket if particularly chilly and coat/all in one snow suit/blanket if you go out (obviously dependent on time of year)
Also feel baby's back to check temperature, hands aren't always accurate
Something to feed baby with - possibly breast pump/ nipple pads and cream if planning to breastfeed, steriliser, bottles and formula if planning to formula feed (and practice making it up so the first time isn't with a screaming hungry tiny baby!)
Something for baby to sleep in - Moses baskets are sweet but don't last long so look at bedside cots etc
Sheets for the bed and a few baby sleeping bags are fine, bumpers etc are unnecessary
Transporting baby - sling or pram? Good place to spend money IMO and research lots, no point spending hundreds to find out a few months later that actually it doesn't meet your needs and you need a new one
Other things - nappies (don't buy loads, you don't know what size and shape baby will be so what would suit you best, easy to stock up when you know which type work for you), wipes and nappy cream (I'd recommend Huggies and Metanium but again shop around and see which ones work for you)
Don't worry too much about toys, they really don't care for the first few months, maybe a few black and white books but in the early days just being spoke too is best
Essay over, hope that helped?!