Whether you're going to a workshop or to class, here are some things you should always have with you in your dance bag.
Essentials
Hip scarf: Beginners usually benefit from the weight and noise of a coin scarf.
They are jingly and make class and practice time much more fun. A tip I've learned from my brilliant students: pack your hipscarf in a gallon ziplock bag for safekeeping inside your dance bag and it will last longer. It will also last longer if you always remove it before sitting down.
Some teachers ban coin scarves because of the noise and the litter of coins and beads that can wind up on the floor. Their use is usually discouraged or outright forbidden in workshops, where the instructor might have to yell over the sound of 80 scarves jingling. In those cases, fabric fringe, sparkly sequins or just bright cloth can make you feel less self-conscious while jiggling and help your teacher see the line of your pelvis. Here are some non-coin scarf examples from Amazon. I used the search term 'sequin hip scarf' for these examples, maybe you can use a similar search term to find your own ideas:
Shoes: Most beginners dance barefoot in their regular classes. But eventually you will find it helpful to have some kind of shoes for class and/or practice. Fokloric styles on hard floors can be hard on the feet, as can styles that involve a lot of turns and spins. Workshops in hotel ballrooms are often taught on carpeted surfaces that can tear up your feet. Click here for my reviews of some of the footwear popular among bellydance students.
Warm-up wear: Unless you take class in shorts or tights, legwarmers and warmup pants aren't needed. But it's a good idea to wear something cool and bare on top that will be comfortable once you (and the room) heat up, along with something long-sleeved that you can wear during your warmup or pull on (along with some socks or footwear) if the class needs to sit down for a lecture or video presentation. Toss a light sweater or hoodie into your bag just in case.
Protein snack: This is more important for lengthy workshops or those taking multiple classes, but you never know when you'll rush off to class hungry. If you're low on protein you won't have much energy or stamina. A protein bar or small bag of nuts could be a lifesaver sometime.
Water (or change to buy some): Staying hydrated is very important for dancers. Your dance studio probably has a water fountain or tap, but it's helpful to carry an environmentally friendly reusable water bottle to sip from. If you can't have that, or you just prefer to buy bottled water, make sure you have a little cash on hand.
Dance notebook & pen: If your teacher provides class notes or written choreographies, you are part of a very lucky minority. BUT you will still learn more if you use those notes as a starting point and still take your own notes. Just the act of writing things down can clarify your thinking and help you retain information so much better. How much would you have learned in school if you had never taken notes? Take responsibility for your own learning process. The best time to take notes is immediately after class.
Optional Extras
Elastic bandage or knee brace: Just in case. If you tend to suffer from knee pain, an ounce of prevention is worth a pound of cure. Wearing a knee brace when my knee feels a little iffy can get me through hours of teaching, it's amazing how much that little bit of support helps.
Veil: Whether it's 3 yards of unhemmed clearance chiffon or a gorgeous custom-dyed piece of silk, you'll want to be able to pull something out of your magic bag when your teacher starts offering veil instruction!
Extra set of dance clothes: If you frequently have to rush to class straight from work, you might want to stash a pair of yoga pants, sports bra and tank top in your bag.
P.S. Most of the items pictured in this article are from my Bellydancestuff Cafeshop. Proceeds from that shop help to support this site. And yes, you will find various bellydance themed water bottles, dance journals and warmup hoodies in the store, if you're looking for one ;)