Most halls have a few formals. A suit is nice, but a shirt and tie will do. A few things to you remind you of friends and family Plug adapters for any electronics If you plan to travel extensively, a large backpack can be very useful. This makes train travel easy. Personal Hygiene products - You won't be able to get the same brands in Europe.
Many people also try to squeeze in a few snacks.
Also, be sure you have your acceptance letter to the UN and a financial guarantee form ready for customs when you arrive.