I am surprised at some schools not needing PE kit until the spring or summer term. DS went to the school nursery and he took in PE kit for the last term of nursery as they were doing football training with the rest of the class (composite nursery, reception and year 1 class)!
As some have said, expectations and requirements vary by school. My DC are expected to take in the following:
Book Bag
Drawstring PE Bag with full kit - trainers, polo top, shorts, joggers and underwear for the younger children)
Swim kit in a drawtsting bag (only on specified swim days for KS2 children)
Snack Purse/Wallet
Water Bottle
Waterproof Spares (once the wetter weather hits)
Wellies
My DC have school meals (as do all the children), so there is no need for packed lunch. The children play on the field come rain, shine or snow - so they need to have wellies and waterproof bottoms to keep them dry/warm.
For all year groups, from nursery to year 6, the children are specifically told not to bring in large backpack style bags as they take up too much room. They are also told not to bring in stationery from school as they have enough stationery in school to go around and do not have time to deal with numerous "Miss, she/he's pinched my rubber/ruler/pen/pencil!" type moans
I remember being worried and nervous with my eldest, who will be going into year 4, but I am far more relaxed this time as I know the school and routines, and DS is also very familiar with them too.
Do pack tissues in your handbag for the first day - I have found, from previous experience, that there is a lot of pesky dust that gets in your eyes on that first day and brings a tear to them. It's nothing to do with your baby starting school, of course 