The hospital should provide nappies and wipes etc if your baby is born prem, but pack some blankets and a beanie, you will want clothes too but you can have family / friends buy you some once you know what size you will need as the hospital normally have some on hand.

At least you have had some warning, poor DH has to pack mine the day after DD was born becasue she caught us by surprise, it was on my list to do that weekend.