Hot water bottles! Some hospitals will say they can't give them to you, but take them anyway and get visitors to fill them for you. I took mine and when one of the midwives noticed it, she said 'oh good, you brought your own. We can't give them to you'. I was sooooooo glad I did because it can be really hard to find comfortable positions to lie in and you can get stiff and sore very easily.
Also, maybe TMI, but going to the toilet the first time can be a little difficult. Taking something to read can help relax you while you sit for a while