E.W.
Everything costs money so either be prepared to have a big bill at the end of the cruise or be frugal. The drinks on the lido buffet are always free (juice, water, tea) but soft drinks, alcohol, and any of the specialty coffees will cost you. You can bring your own alcohol on board, in limited amounts if you want.
Check out the website, www.cruisecritic.com. There is a thread specifically for the Conquest or you can find some other info for the Ecstasy if that's the one you are on. You will also gets loads of information on the forum.
The previous poster mentioned the carry on for your final night on the ship but you'll also need some stuff for embarkation day. Once you drop your bags off with the porter it could be a few hours before you see your bags again. It's quite possible you won't have them until after dinner so make sure you have everything you might want that day.
You can get some medications for free at the pursers desk or at the infirmary...asprin, sea sick, etc. On embarkation day, take some time to look at the ship and get familiar with it.
Eat the warm chocolate melting cake at dessert...it's worth every bite!!