These sessions are so much fun. The biggest advice is to loosen up. So if that means, bringing your BFF with so that you guys can giggle, or drinking a glass of wine, just do it! I've had brides do shots before the session and it started at 10am!!!
Next, accessories! The veil and long necklace are great ideas. I've also had brides bring along footballs, helmets (motorcycle), fun pillows, etc.
Some other fun ideas are a karma sutra book, a "look" (such as a catholic school teacher with Brittany Spears short skirt, tied white belly shirt, glasses, a ruler, and a book), red lipstick to write on a mirror with (or kiss), and bubble bath.