A change of clothes; always bring something warm - if you capsize in the water it can be cold; you will need a fleece and track suit bottoms even on a fine day. Sun protection is necessary even when it is not sunny; the wind out on the water can be harsher than you realise.
All the instructors wear a high vis vest and have instructor written on it. Your instructor will know you even when you are on the water; they will watch your boat as you sail and will come quickly over to your assistance if they see you have a problem. If you capsize they will jump into the water if necessary and rescue you.