You should have a pen at least, maybe some paper. That's all you'll really need. They give you huge folders full of information, so you could actually just write in that, I guess. All I brought was my organizer (and purse).
A lot of people brought folder-type things. Some had those leather ones that zip up, like an organizer. That would work, but is deffinately not neccesary! I did see guys with briefcases too, that's a bit excessive I think.
Bottom line, you need a pen. If you want to bring a folder, it's not a bad idea. They will give you lunch, and everything else you'll need! Good Luck, and don't forget to wear comfortable shoes!