Before getting all your items together for the sleepover, go out and look for a bag to store everything in. Ideally a duffel bag would do the trick, however, if you use another bag, make sure that it is big enough to store all your items in.
Remember to take items such as a sleeping bag, pillow or similar products with you. You never know when you might run out of space at your friend's house, or if they might have enough pillows and mattresses for everyone.
Not everyone will have the same toiletries that you might want to use. This is why it is essential to have them with you. Keep your toothpaste, toothbrush, soap, perfume and any other items which you might need to use. You might not have to take a shower at your friends, but you should be prepared for that situation, should it arise.
Having a change of clothes is also always a smart idea. This way, if the clothes you are wearing get dirty, you will be able to change into a clean pair. However, look to carry pajamas with you as well, since you are going to want to be comfortable when you are about to go to sleep.
You can also look to bring things that could provide entertainment at the sleepover. Items such as board games, MP3 players and other similar things can prove to be a hit at sleepovers.
Look to ask ahead of time and check if you are going to be doing any special activities like swimming, or something along those lines. This way you will be able to pack your trunks, or anything else that you might need.