Unless the weather is cold, you will want thin clothes so you don't get too hot. Trainers are fine for shoes, but don't wear anything too nice as they will probably suffer from undergrowth in the forest, as well as getting wet and muddy - this applies to clothes as well. For colour coded events, you'll need a red pen to draw the course, and a map case in anything other than very good weather. The only fairly expensive equipment you need is a compass, but you can borrow one from the club stock if you don't have one. A whistle is advisable in steep or exposed areas to call for help if you fall over and injure yourself.
Safety pins are useful for all sorts of things.
If you come to larger events you'll soon get used to seeing the Ultrasport and Compass Point vans, both sell a large range of orienteering kit and equipment. You'll probably start with a Colour Coded event, where you will need to register for your chosen course, usually at a car window, and buy your map, either from the same person or from another car. As well as the map, you'll have a control card and some control descriptions, which tell you what feature each control is on. Your control card has a stub attached to it, which you will need to complete to hand in at the start. Having changed and got your pen and compass ready, make your way to the start, leaving plenty of time to watch what everyone else does.