• A  complete list of all of your assets.
• A complete list of all of your debts.
• Before a case can be filed, you must have a Credit counseling certificate for each person filing.
• Six months of income history and/or pay stubs from work (or the equivalent; for example: a letter from the payroll department). 
• Tax Returns for the prior 3 years.
• Bank statements for the last 6 months.
• Driver's License or state issued ID card.
• Social Security Card or other document with SS number on it.

Depending on the types of assets you have there may be other requests such as copies of titles and home closing documents.  Don't worry about having all of these things for the initial consultation.  They can be obtained later.