Step1
Figure out how you will be getting to Burning Man. Most people bring a great deal of equipment, so it is pretty difficult to attend without bringing your own (or a shared) vehicle. Knowing how much space you have will be an important consideration in selecting gear.
Step2
Pack a tent. Being waterproof is not really an issue in the desert environment, but you will want plenty of shade and ventilation. There can be significant dust storms, which are pretty much impossible to keep out completely, but the better your tent seals, the more you will be able to keep dust out of your bedding and clothes.
Step3
Pack comfortable bedding. From a foam pad to an air mattress, bring whatever you need to ensure a good night's sleep.
Step4
Pack a wide variety of clothes. While it is acceptable to go naked at Burning Man, it is also a great opportunity to have fun with outfits. Plus, it can actually get kind of cold after dark. Also consider clothes for sun protection, like brimmed hats.
Step5
If at all possible, bring a bicycle (almost everyone does). Burning Man is fairly large, and a bicycle will really help you optimize the activities you can do while minimizing your travel time. Do realize, however, that the environment isn't very good for bikes, so if you have a spare bike, bring that instead of your usual one.
Step6
Bring plenty of food and water. While some camps do provide food and drinks, water is fairly scarce. Plus, it is unfair to expect other camps to meet all your needs. Because of the desert climate, pack at least one gallon of water per person per day.
Step7
Bring fun things like art, games, toys and musical instruments. Bring anything you would like to do with other people or by yourself during Burning Man. Also bring decorations to make your camp distinctive and memorable.
Step8
Don't forget toiletries and safety items like sun block and a first-aid kit. For the dust storms, consider goggles and bandannas or a face mask. A box or two of baby wipes (to clean the dust off without wasting water) and some moisturizer can also go a long way towards making the desert environment more comfortable.