Check as much of your luggage as possible, and pack what you'll need for the trip in a smaller suitcase or duffel bag. Bedding is provided, though you will probably want toiletries and other personal items, along with the obvious change of clothes and whatever else you will need overnight. If you have children along, bring a few diversions, such as a Gameboy or CD player with headphones, or some reading material for everyone. The best pastime, by far, is the view out your window (bring a camera), but there's not so much to see after dark.
Your dining car meals are included, and snacks are available in the lounge. The selection is obviously limited, of course, so you might want a few items brought from home.
Enjoy your trip.