A towel, water to stay hydrated and proper gym attire. It is also important that you arrive to class on time. Arriving on time allows for you to warm up properly and avoid injury by watching the trainer demonstrations. Being late also disrupts the class and takes away training time for yourself and others.
Please make sure you do not workout on an empty stomach.
Most importantly bring a willing attitude. Leave all your worries and stresses at the door. The Den is a place where you can focus only on yourself and your personal goals. This is your safe haven.