Things to bring
Scarf/belt for your hips. Make sure that it's a noiseless item. When there's a lot of people in the same room, it could get noisy real fast.
Pen and notebook. Whether you are a habitual note taker or not, it's a good idea to have one. I bet that if there's a combo that you're falling madly in love with, you'll want to note it down or tidbits of something.
Yoga mat. That will depend somewhat on the topic, obviously. But a lot of tribal fusion workshops do a portion of yoga or some stretches on the floor. Let me put it this way: you're better off having it with you and not needing it vs. not having it and needing it. ;)
Zills/Finger cymbals. Again, depending on the topic, you may not need. However, a lot of that ATS workshops will have zilling in it even if the description doesn't precisely tell you that. While you can air zill, it's better that you have the real thing. And they don't take much space in a bag.
Shoes/socks. I love to dance barefoot but it's not always possible in which case I dance in socks but even that is not always possible. Inquire about the surface if you are unsure of what to wear on your feet for the workshop.
Water/water bottle. Some workshops provide water but you can never be certain so having some water with you already is a good idea.
Snacks. Again, sometimes those are provided but not always. You may want to have some snacks on hand for when you need a 'pick me up' in-between workshops. Trail mixes or just nuts are a good option.
Tylenol/ibuprofen/naproxen. Yanno, in case you overdo it and something hurts. Or you develop a headache. You'll probably find someone who will have some on hand but I bet that you'll be happy to not have to ask anyone.
Cash/checks/credit cards. For purchasing lovely things at the vending. I know of some folks who will bring in the amount of cash that they can spend and not go beyond that. Whatever works for you. But just know that temptation will generally be at hand so be prepared to have what you need to pay for it. ;)
Watch out for the workshop description details
This should go without saying but read the description fully. They will generally say at some point what you need to bring (if they want specific things) but it can sometimes be embedded in the description somewhere. So do pay attention. Also, there are sometimes unknown things like zills and ATS as mentioned above. ;) When in doubt, ask the hosts or your instructor.
What to wear
Wear comfortable clothes that you can easily move in and have no fear of sweating in. A workshop is not the time to take out your pretty things for a spin. You want practice wear. And it's not the time either to break out those Melodia Pants or other bell bottom pants that you've never worn before and will trip on the ends of... or any other such clothing that you've never worked with. Also consider wearing a shirt over your top that you don't mind getting sweat on. Once the workshop is done, you want to make sure that you won't mind putting that shirt over that sweaty top. ;)
The morning of a workshop, you want to ensure that you eat a good breakfast that will help sustain you for the day. If you can muster it, go with high protein and low carbs. If you're in a hotel, that can be real hard to do. But definitely don't skip breakfast! So if you need to do high carbs because that's what is available to you, it's better than running on an empty stomach.
Lunch will generally be at your leisure and there will generally be places around the workshop. If not, it will generally be catered. If you're doing lunch on your own, make sure that you don't eat too much (if you have workshops after eating) and that it's high on protein and low on fat. For example, a burger with fries may not be a good idea. As you get experienced with workshops, you'll figure out what your belly can and can't ingest. Respect what it wants. ;) If you're not sure, picture that you're doing belly rolls... That should help you figure out what you can ingest. ;) I sometimes skip going out for lunch and will eat nuts and fruits. Or I've done the meal replacement bars before.
If you're not performing, eat your heart out! You need to replenish your body's energy. But dinner is tricky if you're performing. Ideally, you'll know your order in the show by that point and will know whether you can eat. I won't talk too much about strategy around that as it's really personal and is something that each person learns how to handle with time. And, sometimes, there's just no time to eat a full meal. But even if you wait before eating dinner, consider eating a snack (again, high in protein) to make you go through the evening and your performance.
Prior to the workshops, you want to ensure that you get plenty of sleep. It will help you make it through the weekend or festival. Now, once there, there may be a ton of activities going on and you'll want to hang and all that so sleep may be lacking. Even so, make sure that you use some strategy around your sleep. If you lack too much sleep, besides not being able to absorb the material, you could actually injure yourself. I know that firsthand as this is somewhat how I broke my foot (was extremely tired due to heavy workload at work).
Throughout the days of workshops, make sure that you stay hydrated. I know that I said bring in a water bottle but I feel like this is worth repeating. Your body needs the water. Replenish it!
All right, I won't be all judgmental on you as I love alcohol as much as anyone and will drink during festivals. What I want to warn you about here is the pitfall of having too much fun and downright getting drunk... but especially having a hangover the next day. If you have time to recover from the hangover and all, no biggie, really. But I've seen a number of dancers over the years who end up having to miss workshops because they were too hungover to be able to do them. So when I drink at an event, I pay real close attention to my intake as to ensure that I'll still be able to do all that I want the next day. Plus, see the point above about keeping yourself hydrated. ;)
Note: I won't go over the issue of alcohol and performing as it's worthy of an entire blog post by itself (which I may do at some point). But it's about in the same lines of using good judgment and not performing drunk.
Footwear in general
This is a foreign concept for a lot of folks but I got that concept from coworkers who are runners. There is such a thing in the running world as 'recovery shoes.' They are shoes designed to make your feet recover from the run. I have a pair of sandals that actually does something similar to my feet after hours of belly dance. So I do bring them with me whenever I can (Winter time and sandals? Not so much.), You may have some shoes like that or find some at some point. It's very cool. Said sandals feel like a massage on my soles.
In general, also, make sure that you wear comfy shoes because there are few things worse than your feet being tired and cranky from all that dancing only to be put in constricting shoes that torture them even more. And, yes, before anyone asks, my Fluevog boots (the ones that everyone wants to steal off my feet) are extremely comfortable, hence why they are good candidates for wearing them at workshops.
Most hotels will have a hot tub. That can be a real muscle saver for you. If no hot tub is available or you don't like them (I don't like them), then most hotel rooms have a bath. A hot shower will be helpful but, if you're very sore, consider putting some Epsom salt in your bath and soak for 10-15 minutes. It totally helps your muscles and feet.
Don't be shy!
For the newcomers and less experienced dancers, don't be shy in the workshop. Believe me, we're all really focused on our own understanding of what the instructor is asking us to do. So to put it bluntly, for all that you may feel that everyone will be looking at you, no one really is. ;) As such, just relax and enjoy the experience. And workshops are a great place to experiment with stuff. More and more workshops are on artistry and conveying emotions: do allow yourself to push your boundaries in the workshop.
Also, during breaks and all, don't be afraid to chat with folks and introduce yourself. We all love meeting new people!