In terms of sizes - it all depends on the baby. I cook them small :) so all of the guidance about 0-3 months was lost on me.
My little girl was born in December, weighing 6.5lbs. She wore tiny baby clothes for at least four weeks, then Newborn/0-1 until 3 months old and finally went into 0-3 for a few weeks at 3 months! Other friends babies went straight into 0-3!!
When in tiny baby, we were on size 0 nappies. Which can be hard to find! (I think only pampers do them)
For a baby: I’d recommend at least one multipack of short sleeved vests. Baby grows/sleepsuits (same thing different names). And personally I like having an outfit or two - soft rompers/dungarees etc. and two nice cardigans (but these aren’t exactly necessary!). Newborns need a hat when outside too (but mine never kept them on for long)
Honestly I’d wait to do a “big” shop until you know baba is here safe, and what size they are. As it can really vary!
Star wraps can be really helpful if you are worried about keeping baby warm - in a car seat/arms/sling!
For me. A bouncer was an essential (let me put baby down safely to make a cuppa etc) and a sling (I had a cheap wrap one that I used from birth, but again, the sling you end up wanting, changes based on your baba’s size and needs, so it’s nearly better to hold off on an expensive one and use a sling library for advice when you are ready).
I loved my snuggle baby bath BUT the best thing I got gifted was a sponge bath insert - that I used in it when my baby was tiny. It allowed her to lie tilted but flat and she loved feeling more cocooned, so made the process much easier (think they are about £5 online and £7 from John Lewis).
You will inevitably be gifted blankets - but I did find having two very useful, for the pram, and to line/put under her in lots of places to make soft surfaces to lie on to do tummy time, for bed if co-sleeping.
A folding up changing mat for a bag? (When ever life outside can resume again!)
In terms of toys - babies don’t have any interest in them for months. But the Lamaze ones are great. One attached to our car seat/pram and saved lots of tears!
Muslins- about 10. Mainly used in my house to throw over my shoulder/knees to protect me from baby sick!
This sounds like a lot, but for me, I bought most of it preloved/from other local Mums. Facebook Marketplace is great. The NCT used to do nearly new sales in the UK, currently the are covid closed but in my local area WhatsApp sell and swap groups have popped up - so might be worth asking another other local mums you know.