The first thing you must carry is your ticket and valid ID proof. For security reasons, the staffs need to verify your ID card. Then you can carry a set of dry clothes and a towel. After getting wet into the water, you may dry yourself and change the clothes in the nearby dressing room.
Other than these, you can carry a water bottle just in case and a high-definition camera to click some breathtaking photos. Lastly, bring your wallet, which is more important than others.