First thing is not to panic you still have plenty of time to get all the things needed and to be honest there are lots of things people or different websites will list that are really nice to haves an not essentials.
The big things to plan ahead for mainly for buget reasons are;
Pram
Car seat
Cot/Cotbed + Mattress
Other nursery furniture you may want (though we adapted std bedroom things that could then be used past the baby stage)
General things;
Clothes - go for basic sets of bodysuits and babygrows as they are easier for the first few months and people will buy you outfits and they don't stay in things for long.
A couple of cardi's or light weight jackets.
Snowsuit depending on time of yr
Shawls and cellular blankets
Basic pull on hats
Changing mat
Nappies
Bum cream
Cotton wool
Wipes
Muslins
Towels
Bedding;
Sheets - fitted for matress and also non-fitted to use as lightweight bedding (easier to control temp using light sheets than thicker blankets as can add or remove as needed)
Depending on feeding;
Bottles
Sterliser
Breast pump
Handy but not always essential;
Moses basket
Baby bath
Sling
Bouning chair
Monitor
Changing bag
Room thermometer
Things for you;
Maternity pads (thicker sanitary towels for the weeks after birth)
Comfortable pants
Nursing bra if breastfeeding
Breast pads (even if not breast feeding will need some until milk drys up)
I found a good downloadable check list on the Hipp organic website, it also has a piece about what to pack for your hospital bag.
Once you get into it I'm sure you will find the shopping around quite fun, it really does help the time go by.