The idea of prepping for a photo shoot can be daunting if you've never worked with a professional photographer before (or even if you have!), but it's really not that complicated.
Most of Marilee's packages include light refreshments, hairstyling, makeup, and access to her fabulous studio wardrobe (XS-3x sizes!) full of lingerie, dresses, robes, costumes, and accessories, so there's usually no need to lug a ton of stuff to the studio on your shoot day.
But even if you're planning on wearing items from Marilee's collection, there are some items you should bring with you:
Appropriate undergarments
Whatever you're expecting to don for the shoot, make sure you have the foundation garments to make it fit correctly. Marilee recommends bringing well-fitting bras (strapless and/or regular, depending on the style of outfit you're planning to use), any shapewear you'll need (shaping shorts, girdle, waist-cincher, corset, &c.), stockings that fit you, and nude-colored panties or thong to wear under sheer items and any lingerie you're borrowing from Marilee.
Backup wardrobe just in case
Even if you expect to wear something from Marilee's studio wardrobe, bring a backup outfit for each look just in case. If you're not sure what will be appropriate given your choice of set theme, Marilee can make suggestions.
In most cases, nice lingerie sets, robes, costumes, dresses (gowns or cocktail if you're doing glamour), and appropriate footwear will work. Just make sure that everything you're bringing fits well and is comfortable enough to let you pose without trouble.
Items for your comfort and health
If we're shooting on location, I always bring a pair of comfy flat shoes to slip on during transport to and from the place. When Marilee and I recently shot at a local historic cemetery, these flats came in handy at the location, too, as my heels kept getting stuck in the dirt and grass at the site while moving from shot to shot.The flats are much more comfortable and practical for making one's way around the location, going up and down crypt steps, &c.
It's also a good idea to bring sanitary supplies if it's that time of the month (or close to it!), any meds you might need on the go (like your inhaler), and such. This is particularly true if you're shooting outside, but the advice stands for all shoots regardless of location.
A "go bag" for the items you're bringing to the shoot
I tend to keep a duffel or weekender bag at the ready for all photo shoots, regardless of whether or not I'm supplying my own wardrobe. It contains a nude thong, What Katie Did Demi corsets (they're stretchy and comfortable!) and basic garter belts in both black and peach, stockings in basic colors, Spanx shorts in both black and beige, some basic sparkly glamour jewelry, "chicken cutlet" boob boosters, boob tape, a hairfall in my current hair color, deodorant, ibuprofen, and some tampons just in case. For shoot days, I add bras (strapless and plunge styles in beige and/or black), shoes, small props, and other items as needed.
You probably won't need all of this, but it gives you an idea of what could be useful. As you participate in more pinup shoots of your own, you'll develop your own list of staple items.
Other stuff
This may sound like a no-brainer, but don't forget to bring key information with you like the studio address for your GPS and Marilee's contact info (so you can keep her posted if you're stuck in traffic or something). Put it in your phone ahead of time and you're ready for anything!