Welcome to the UK and good luck with the move. I entered with everything I used to apply with (unless you have a really good reason for not having it). When I entered on a student visa they wanted all the letters, etc. and when I arrived on my residence card for the first time (I applied for the spouse visa from within the UK) I was expected to have basics like marriage certificate, etc. They didn't ask for anything crazy but I think they wanted to make sure I was the person who made the application, etc. Don't fret about it though. The wait in line is the most stressful part of the immigration process.
When you get here, sign up with your local GP and get an NI number ASAP. It took me a month to get mine back in 2009 and they needed important things like my passport.
Do you drive? I know it sounds silly but that is the one thing that drove me bonkers when I moved here. While pubic transport is fab, in my line of work driving was essential so I worked to get my license ASAP. A provisional was £50 (and took me months to get due to paperwork issues) and meant that I could help my husband on long journeys without the huge cost of driving on my US license (was going is cost us over £1000 on top of what he paid for himself). Plus, driving over here was different and I was thankful for the time to practice so I could take the manual test.
Anyway, I'm sure that is the last thing on your mind. Congrats and good luck!