You will probably get a quick brief specific to your unit and what it does, commitment etc...
You should then be given a application pack with a chunky amount of paperwork in it (Application form, medical form etc... theres a lot)
They may take you through that too and explain what you need to bring, and how to fill some sections out.
You shouldn't need to take anything in.
From then on you will just need to fill out all the paperwork and hand it back at a later date complete with certificates and then they should get you booked on an selection weekend.
Have fun and show some encouragement - It's always nice to make a good impression
Let us know how it goes- What unit are you looking into?