I went on my first retreat last April. I took a charity UFO and the fabric to work on the siggy blocks for last year.
Also took my favorite drinks, snacks. Our group has always been a sharing one so we put everything on the counter and shared. Our retreat location has a fully-furnished kitchen. One night we ordered pizza and played cards. After everyone else went to bed, a couple of us went back to our machines and sewed several more hours.
We opted to go "into town" for lunch and to the local LQS one day. The other days, I just got up got a cup of coffee and started sewing.
This year I have a UFO, and I am scheduled to teach a class on making a quilt carrier later this year, so I plan to make one on retreat as a test run. I also plan to make a couple of "Just One Star" blocks -- one for me and one for my SP (already have these cut out). Also, I have been thinking about a new layout for a small twister and I plan to work on that as well.
I always take my laptop, it has all my quilting info and patterns on it -- just in case.
Above all, plan to have a good time.