OK... You asked... Here is an e-mail I sent to a buddy who got hired a while back... hope it helps.
There's nothing specific you need for Day One except what they have already given you.
For note taking I would suggest a 1.5" D-Style 3 ring binder with lot's of college ruled paper. You'll be surprised how fast you will fill this thing up with Notes. The more notes you take, the easier it will be to study for your tests and oral... as well as be a great reference for you when "Re-current" comes up in a year from now. Get Highlighters, and a set of dividers to seperate sections of your binder Indoc/CRM/Systems/Hydraulics/Envronmentals/Engine/Electrical/Fuel, etc.
Have your Limitations/Flows/Memory Items down cold by Day One and you will be WAY ahead of the game.
The first week is Idoc... which is kind of a funny week... I say that because you'll find your self thinking "Man... I finally made it to my dream job... why the hell can't I stay awake for this stuff!" Indoc is boring... and long... they try to make it fun. Just take notes and pay particular attention when your Indoc Insctructor says: "You may want to write this down", or "This would be really good to know." Chances are... if they say that... then it's on the test at the end of the week.
You should get fitted for uniforms during week one as well... here's my suggestion for uniforms... (Don't buy everything the Cintas Rep says you need because you won't need it... he's just trying to make a few extra bucks.)
4 Short sleeve shirts
2 Pants
1 belt
1 tie
2 sets of epaulets
1 suit coat.
Believe it or not... that will be around $450 right there. It is payroll deducted so that's good. Get yourself a nice pair of "Airport friendly" black polishable shoes as well. Rockports are real good... i've got Ecco's, some people get sketchers or Doc's and black out the stitching. Go with what works for you. You will also have the option to order a Leather Flight Jacket from another vendor. This is optional... and expensive. I paid $370 for mine, but I love it! If you don't get the leather coat then invest in a nice black trench coat.
Next comes CRM for a few days... which is actually kind of fun depending on who your instructor is. No Tests either...
Then comes Systems... Take lot's of notes, and pay attention again to the instructor hinting that you may want to "write this down." Your hands will be cramped by the end of Systems from taking so many notes. You will have a Systems Test and a Systems Oral... so... take notes.
Best advice I can give you for FTD's and SIM's is to chair fly the profile before each session with your sim partner. No matter how tired you are... no matter how much you think you know... Chair fly the profile before each session. You will see a noticeable difference between yourselves and those that don't. I mean... really... they give you the profile in the big white binder right there! Word for word... exactly what's going to happen in each session... I was amazed at how many people never looked at that. Also... pick a SIM Partner that is serious about this... don't pick someone who is the life of the party.
You will also need two 3" Jepp Binders and one 1" Jepp Binder by the end of the first week when they give you your Jepp Charts. In addition be looking for a decent flight case as well. The Stop-Over Store at the IAH airport Marriot has several good choices... or you can go to Office Max and buy a cheap one if money is tight. I didn't buy one until over half my class bought one... that way I could see what everyone else was getting and make a decision on which one would best suit my needs.
http://www.stopoverstore.com/product/index.cfm/nid/229
Every night before you turn out the light to go to sleep... open your note cards and review your Flows/Memory Items/Limitations/Profile-Callouts. It will take about 10-15 minutes and it will keep it fresh on your mind. Do it!
Lastly... Study. Seriously... Don't go drinking with the guys... don't go chasing the Flight Attendants and Gate/Ticket Agents in Training at your hotel... Don't be "That Guy". Study. If you study every night... then on your days off you can actually go home and take a break. You won't feel like you have to stay at the hotel and study on your days off. Get plenty of sleep... drink plenty of water... and... Yes it is possible... HAVE FUN!
If you have any specific questions... please let me know! I'm sure I have more to tell you... but I can't think of it right now... and this is probably WAY more that you expected anyway... 
Good Luck!
Anyway... it worked for me... I was never too stressed out... and I enjoyed my weekends off with my family without feeling like I needed to cram every weekend.
Bob