**I know I didn't list everything. Please feel free to add to this list in the comments below.
Food - I am the worst offender of this one. When I am busy I just forget to eat. However, it is very important to make sure you have the right nutrients and stay hydrated. A common saying around the paddock is "if you aren't peeing after every session, you aren't drinking enough."
Sleep - A good night sleep goes a LONG way on a track day. Try to get a full 8 hours and, this may be unpopular but, do not drink alcohol the night before an event. It prohibits proper sleep patterns and leads to de-hydration hangovers if you party too hard.
Tools - Bring a common set of tools. Sockets, wrenches, screwdrivers, pliers, ect. A torque wrench is also important to re-torque the wheels after each session.
Do your homework - Road driving and track driving are very different. You will practically have to re-learn how to drive once you are on the track. I recommend reading any of Ross Bently's books before a track day. Then again and again until you can recite it from memory.
Empty out the car - Make sure everything that is not bolted to the interior is out of the car. That means the glove box too.
Check over the car - re-torque your lug nuts and check all of your fluids. Make sure nothing is leaking and everything is in good condition. I usually recommend against modifying your car but if you must modify your car, and you know what you are doing, start with stopping. Flush the brake fluid and upgrade to a more aggressive brake pad.
Leave the ego at home - I don't car if you drive the fastest car around the nurburgring. If there is a stock Miata catching you at every corner, let him pass. That person is faster than you and by letting them pass you can now see what they are doing better than you. On another note. This sport that you are getting yourself into is dangerous. Always stay calm and level headed.
Remember, this is not a car show. You don't earn respect by owning an expensive car or the parts on it, you earn respect on how you can drive it.