The retreat organizers should be giving you a packing list, but here are some things to consider:
Personal supplies:
1. bedding - will depend on where you're staying. Most of the ones I've gone to are at camps, so I have to bring sheets, quilts, and pillows. However, I've been to one at a hotel, so I only had to bring my pillow.
2. normal toiletry supplies (shower stuff, make up, meds, tooth paste/brush, hair stuff, etc.) Towels if not provided. Robe and shower shoes (necessities at a summer camp facility when having to walk to the bathhouse :-)).
3. PJ's and clothes for time you'll be gone. Wear comfortable clothes. Comfortable shoes. Try layering your clothes - a lightweight short sleeve layer and a light weight long sleeve. It's hard to adjust the temperature in large sewing rooms.
Quilt Supplies
1. Sewing machine in good working order INCLUDING the FOOT PEDAL!!!! Extra needles, bobbins (maybe pre-wound in colors you'll be using), spare bobbins in case you use a different thread, any feet you'll need (1/4", walking, FMQ, applique, etc.)
2. Surge protector & (optional) small sewing light - not all sewing rooms have great lighting.
3. (optional) iron & ironing board. At every retreat I've gone to, it would not have worked for everyone to bring their own iron due to space/electrical concerns. Usually a few are provided and/or the first few people to arrive set up theirs for everyone to share.
4. Normal sewing/quilting supplies (hand needles, pins, seam ripper, neutral color thread, scissors (large and small)
5. rotary cutter & extra blades, rulers (6 1/2" x 24", 9 1/2", 6 1/2", 12 1/2", 15 1/2" squares for squaring up blocks), mat (I usually bring my 18" x 24" and 18" x 12" mats, space will dictate which I actually use)
6. Project supplies. If the retreat is sponsoring classes/projects, make sure to bring everything they request. If cutting directions are given, do any cutting at home so you're ready to sew at the retreat.
If you'll be working on your own projects, make up a list of what projects you'd like to do. Then for each project, make up a supply list that accounts for all fabric you'll need, your pattern, any applique supplies (like template paper), threads (especially if not using a neutral), rulers, etc. that you would need to do the project.
Have fun. Can you tell us a bit more about this retreat?