I just did a CVW this past weekend, and I brought way more than I needed.
Basically, bring a pair of gym shorts, about two pairs of sweatpants, three or so t-shirts, and I found that my North Face was my savior. Being winter and walking around a lot with my plebe, a nice zip up coat or jacket truly is needed.
The gym shorts and the t-shirts are for you when you do Saturday Morning Training with them. Depending on your plebe, you may also have to wake up on Friday with the company to do training as well. This training is outside and it is REALLY cold at 5:30 in the morning. This is where the sweatshirt and sweatpants come in. A lot of plebes during this training had hat and gloves, and I wish I had them too..so maybe bring those. I brought two pairs of shoes. One pair of normal, casual shoes to wear around.. and then one pair of running shoes for the training.
I wore jeans and a sweatshirt to class, so a pair of jeans is cool if you want.
In addition, your basic toothbrush, toothpaste, shampoo and shower stuff, deodorant is of course needed.
Bring your wallet because the mid-store has some sick stuff, and if you guys end up going to the restaurant on campus which has really good sandwiches, it'll cost a bit. It's all really affordable though.