Don't forget your sun screen and mosquito repellent. There is dengue fever in the area but do not worry. Just protect yourself.
Good walking shoes are needed for the hikes and good tennis shoes for the cobblestone streets of Paraty.
Flip flops or Havaianas are very useful.
A light jacket should be useful for nightime.
Bring your most sexy bikini!!!
Wear light clothes and sandals, slippers. But don't forget a sweater and a wind cutter as it sometimes rains and nights can get colder.
Toiletries and Medical Supplies: Be sure to bring a high sunscreen protector and put it all day, even if you don't plan to go to the beach.
Luggage and bags:
The city is not so small, so you can arrange everything (but hostells, sometimes) there. If you forgot the repellent and any mosquito start annoying you, go to drugstore and buy it. Don't forget that Paraty is actually the 5th Brazilian destination among foreign tourists, so prices are not so ridiculous - take some money. And, even though it rains and gets cloudy frequently at the city, it shall not illude you: even during a cloudy day the sun can change your color into a nasty shrimp-red one.
Clothing/Shoes/Weather Gear: Tennis, not flip-flops. Beach clothes (city center has a disgusting beach, but there are a plenty of beaches nearby).
Toiletries and Medical Supplies: You can buy reppelents there (for example, next to the information center). Stores and pharmacies close late.
Photo Equipment: The best you have. You'll surelly take nice pics!
Camping/Beach/Outdoor Gear: There are camping sites near Jabaquara beach, Trindade beach and other beaches. They are a convenient option for those who are travelling in a budget trip.
Miscellaneous: Try finding some books about Paraty in the "Casa de Cultura". Some of them are bilingual; you'll enjoy the city much more learning about their legends and history.