Pack your dive gear in mesh or soft bag for the boat...no hard cases. Take what you need, with reasonable back-ups but not everything you own!
Other than your dive gear, take your own pillow and a light blanket/sheet. I assume you're going out on one of the Gulf Diving (Rinn) boats? They provide sheets but I think that's all. You might want to take a book to read, MP3/tape player with headphones, whatever you like for private time in case you want to get away from the crowd.
Seasick meds are always handy.
Have a great time!