Take your most recent confirmation letter with you, which should be all you need to check in. As previously posted, your park tickets and dining plan will be on your room keys.
If you made ADRs for a show like Hoop Dee Doo or Spirit of Aloha, you'll get a voicemail message on your room phone the day before the show. The message will tell you to stop at the resort concierge desk, where they'll print out your tickets.
If you're using Disney's Magical Express, there will be a separate mailing for that. You'll receive it around the 30 day mark. It has your luggage tags and a coupon book you need to present at the Orlando airport.
Another thing we got in advance were our Cirque du Sole tickets. (They weren't purchased as part of the package, of course.)