The first thing I do is decide what I want to work on -- do I want to finish some UFOs, PhDs, or WIPs (if there's any difference in them) or do I want to start something totally new. The last retreat I went to, I finished 3 tops and pieced a bunch of blocks that had been cut out. Then I start assembling "kits" -- the UFO and the fabrics, threads, etc. If I am starting something totally new, I cut the fabrics according to the directions so everything is ready to start sewing. Make up a "kit" and be sure to include all the uncut fabrics, just in case there's an oops. Then, all the kits go in one tote.
Check over your equipment -- sewing machine, pedal & cord, sewing tray (if applicable) and manual. I have a tote that holds my scissors, snips, rotary cutters, markers, seam rippers, measuring tape, pens & pencils, post-it notes, glue sticks, pin cushion/scrap bag combo and pins. I always take a small fan. I have a wooden TV tray that I covered to make a small ironing station and my iron. and I have a small table to use as a cutting station, along with a bag that holds my cutting pads and rulers. I take a hot/cold cup with a lid and a mug rug to set it on and a seat cushion to pad the chair. I also bring a 6-socket extension cord, since I always use at least 4 -- sewing machine, ott light, iron and fan. And I bring my iPad. Most retreat centers now have WiFi, so I can play music or watch a tutorial.