You haven't left it late - indeed you are still rather early.
What the baby needs falls into a few main categories:
a) feeding
If you are intending to bf, you need maternity bras, breast pads, nipple cream and a support helpline phone number. You might want to add a pump, storage system, bottles+teats, and sterilising kit, but you won't necessarily need them straight away. If ff, then bottles+teats, sterilising kit and supply of formula.
Muslins (for mopping up)
b) excreting
Nappies, wipes
Don't forget maternity pads for you!
A gentle baby wash and/or shampoo
Sudocrem
b) transport
Car seat. Sling (very useful for a newborn)
wheeled conveyance (can be left until later)
c) sleep
Moses basket or cot, sleeping bag or sheets/blankets
d) clothes
Vests, sleep suits, the old fashioned nighties that are sometimes called bundlers these days are brilliant for newborns and a bit less fiddly (plus tights for both sexes), a snowsuit for going out and about. Don't get too many as it's quite likely you'll be given lots.
e) other
Newborns don't really play with toys, but a playmat might be nice.
Baby monitor
Thermometers (if you want to check, they're not actually necessary) for bath and bedroom