To Class:
1. Dance Shoes
(And any accessories you need - i.e. for pointe work)
2. WATER!
3. Additional Dancewear
(You may need a skirt for exam practice and it's best to rehearse with it so you're used to it by the time of your exam!)
4. Warm Ups
(If it's cold you may want to take a jumper, leg warmers, shorts etc.)
Additional
5. Your Uniform. If you have uniform and have, say, been out with friends before class, don't forget to bring your uniform and dancewear to class! Otherwise you'll probably be rather uncomfortable. (Vice versa if you're going out afterwards)
6. Towel and Change of Clothes (Depending on how intense your lessons are)
To Rehearsal:
1. Dance Shoes
(And any accessories you need - i.e. for pointe work)
2. WATER!
3. Food.
Rehearsals can go on a long time, make sure you eat regularly. I've seen many people faint, on stage (!), due to dehydration and lack of energy (after not having eaten). Remember, the food you eat is being burnt off during rehearsal and your body needs it's fuel, just like a car!
3. Additional Dancewear
(You may need a skirt - for example - for your performance, so even if your costume hasn't arrived yet it may be a good idea to practice with a similar skirt. This way, if some of the staging doesn't work with your costume, it can be changed before everyone gets used to it!)
4. Warm Ups
(If it's cold you may want to take a jumper, leg warmers, shorts etc.)
5. Something to Do.
You might not be required for the whole rehearsal. So, in your breaks, unless you would just like to sit and watch the rehearsal (which is a good idea!), you might want to bring a book, or something else to keep you occupied. I wouldn't recommend listening to music as you need to be fully aware in rehearsals, in case you're needed. (Breaks are also a great opportunity to re-energize, and eat!)
6. Towel and Change of Clothes.
(Depending on how intense your rehearsals are, and what you're afterwards)
Unless you've been told to bring anything else, this is all you should need.