Lighting: Make sure you and your DOP are on the same page in terms of what you (the director) want in terms of lighting. Trying to achieve "perfect" lighting, which the DOP obviously is striving for, can kill your day. And before you know it, it will be time for lunch. In order to avoid a tussle with your DOP on the set in front of everybody, go through the lighting setups for each scene beforehand. Make sure s/he's your best friend, and understands your reasons for all the compromises you're going to ask him/her to make. It's his/her career too.
Audio: And since Alcove didn't mention it, I'm assuming you must have your audio gear down pat. Windscreen, if you're going to shoot outside.
Cables: All kinds of cables, extra cables, power cables, hdmi cables, extension chords,...
Batteries: all kinds of batteries, extra batteries, pre-charged, chargers...
Edit:
Now let me say some things for which I surely will be chastised.
If it truly is your first time directing, then almost everybody on set secretly thinks they can do a better job than you. Everybody will try to come up with their own ideas (Most indie filmmakers think Spielberg sucks, so who the f are you?). But if you know EXACTLY what you want, you won't have to tell them anything, or argue with anybody, and they'll follow your lead. I know people say "delegate," and it has already been said on this thread, but if you delegate without keeping tabs on whether what you delegated, is being done, you're going to be in trouble. If you have a good AD, who's not goofing around, delegation will be easy, but you'll still have to make sure everything is the way you want it. If you're paying people, then delegation is easy, because people won't get paid unless they do their jobs. If you're not paying people, everybody is going to be making friends and "networking" instead of doing whatever it is they're supposed to be doing. An Indie filmmaking unit is not made up of professionals, at least not the ones I've been part of. I say this as a member of the community. I'm not a professional either, when I'm not being paid. Some are. Most of us are not. You have to keep that in mind when you delegate, or you're going to be in trouble.
Good luck with the film. Seriously.