If you search this board, you'll see several threads on this subject. Times have changed since my day but the general consensus seems to be:
(1) Bring one pair of worn-in running shoes
(2) Bring a cell phone - if you don't have one/can't afford one, USNA will provide you one (they take it away but return it for approved calls)
(3) Women, bring 6-7 sports bras, cotton, white
Other than that, they may or may not let you keep what you bring, even if it's on the approved list. If it's heavy, you may end up carting it around for awhile before they take it away.
There is a large MidStore that has toiletries, clothing, cleaning supplies, ad nauseum. Worst case, if there's something you need that's not at the MidStore, your family can send it to you -- you'll have it in a day or two.
And I've never heard of anyone being berated for NOT bringing something on the list. The main reason is that maybe someone couldn't afford some of the items, literally, and embarrassing them in that way would not be good. When you're in the military, the military provides all that you need. Maybe not all you want, but all you need.