I have been "wonder"ing about this, too. From what I can tell so far, the Pirate night on the 3-day is the second night (Friday), after the Nassau departure at 7:30. This pre-empts the regular menu at whatever restaurant you've been assigned that night. Guests receive a bandana to wear and the attire suggested is "pirate or tropical." Someone reported that the Wonder now has a fireworks finale for this night, as well.
I got our supplies yesterday at Party City. The Pirate birthday supplies were all gone, but way in the back in the abandoned looking Halloween area I found eyepatches for $1, mustaches $4, eyepatch with earring $2, and some Esmeralda coin necklace and earring sets for $5. They also had fake hooks for your hand and a fake parrot to strap to your shoulder. Too big to pack IMO. I grabbed some extra eyepatches for dining mates.
I'm planning to keep the supplies hidden until that night, so DD's (8,10,12) will have a surprise!