Make sure you bring warm clothes for winter but remember that summer in Niigata is just as hot and humid as the rest of Japan so you will need lightweight summer clothes also if you plan to be here for summer.
Toiletries and Medical Supplies: Most things you will need can be purcahsed here. I don't recommend going to a hospital in Japan unless you really need to. In most cases the pharmacist will be able to help you if you tell them what is wrong and what kind of medicine you are looking for (a phrase book will have this in it).
Camping/Beach/Outdoor Gear: If you are into skiing or snowboarding then Niigata is a great place to come in winter. Gear can be hired at the skifields.
Luggage and bags:
Don't bring more than you need. It sucks having to carry around a huge suitcase on the way here. If you have a lot of heavy luggage, it's better to send your luggage to your address by one of the delivery companies located at the airport. However, delivery will take a few days (2 or 3).
Clothing/Shoes/Weather Gear: In winter: You MUST have winter clothes. This place gets pretty cold and includes wind chill.
In spring: You can dress more comfortably.
Slacks and short sleeves may be ok during the day. Have a jacket at night.
In summer: You can look forward to shorts, t-shirts and humidity in July & August. It rains in June or July.
In fall: It gets cold and it rains. And the wind is cold.
Toiletries and Medical Supplies: Bring toothpaste with flouride. Japanese toothpaste doesn't have floride. Bring deodorant if you need it.
Camping/Beach/Outdoor Gear: Bring the right kind of shoes for the right kind of season.
In winter you'll need boots with water repellent.
Miscellaneous: If you're going to be here in January or February, you might want to consider buying (or bringing) an electric blanket for those freezing cold winter nights.