Is it a shower for the bride-to-be? Or a Jack-and-Jill for the couple? Not that J&Js are that common, but there is a difference in that those are generally at someone's house and people give gifts to both the bride and groom.
Bridal showers are usually a surprise for the bride. You as a guest bring a gift and a "wishing well" item, and you'll be fed lunch. You will probably buy a gift is from her gift registry. The "wishing well" gift you give is usually something small for the house like a kitchen gadget or dishtowels. These aren't usually wrapped or marked with your name.
The bride unwraps her gifts so everyone can see them while they eat and visit with each other. Games are sometimes played where you'd win something like scratch-off lottery tickets.
I would say this is how most bridal showers I've attended in your neck of the woods are, although I did go to one a few years ago that they called a "cellophane" shower. They didn't want the gifts wrapped so the bride-to-be didn't have to open them. People could just see what she was given.
Have fun!