Anything you wouldn't want your roommate to see. The following is a list of the things you will need at school that you probably won't find in the school's list. As many pairs of socks and underwear as the number of days in between which you plan to do laundry. Bigger fan if you go somewhere tropical. Most schools don't allow tape or nails.
Many schools have extra-large mattresses.
Using only flat sheets can work if you don't mind the sheets sliding. A lap desk so you can write in bed. Oh, and be careful not to over-indulge.