New shoes can give you blisters. Indoor shoes for possible indoor sessions and casual evening wear. Sometimes because of bad weather sessions will be conducted indoors. Not all rooms are air-conditioned. A bathing suit.
Some camps have access to a swimming pool and after a tough session the pool can feel real good.
An alarm clock. A calling card or change so you can call home and tell everyone that your are doing great. There will be a trainer on hand to assist you. A notebook and pen for evening classroom sessions. You cannot play without one.