My list.

Comfy bfing chair
Bfing bras and pads (have 4 bras and 24 washable pads from DS)
Baby clothes. Only about 10 newborn items as DS was big, and people buy you clothes as soon as you say you have a baby. I like to buy later as you can pick what suits skin tone and personality etc.
Cheap black pants and maternity pads for you
Baby sleeping bags - easier, warmer and safer than sheets
Baby carrier and a coat that goes around the carrier (I live in a cold area!)
Somewhere for baby to sleep
Nappies, nappy bucket, change mat (again, I have dozens of reusable nappies thanks to DS)
Some activity for you, babies are not very entertaining unless you go out a lot for admires.
List of playgroups, baby song time, library reading sessions, coffee mornings... else you go stir crazy. Or maybe I'm just not that maternal.

I also have a great activity arch mat and a cheap baby monitor, but that's not a need for a newborn. Prams etc are used a lot but I prefer a carrier. You will be inundated with soft toys too, so no need to buy those! Dishwasher can sterilise most stuff for you. A larger handbag with a travel change mat will work as a nappy bag.