The most important item to bring is a quality comfortable daypack or backpack to carry your goodies in. There are few things to keep in mind when choosing the right pack. Wider shoulder straps are more comfortable than narrow ones. Look for extra padding. These two things can save you a good deal of discomfort.
You can also look for packs that have an attached belt that goes around the waist. This can help tremendously to support the weight of the pack.
Make sure you get a pack that is big enough to carry the items you have chosen to bring. This will vary from person to person so try to plan ahead before you purchase your day/back pack.
Look for a pack with quality material that will hold the shape. Multiple compartments can be useful for finding things quickly.
If on a guided tour, keep in mind that the company will probably be moving the big baggage for you.
Water is not an optional item. You should carry enough water to last for the whole duration of your walk. Unfortunately water is fairly heavy and bulky. This is another reason to get a quality comfortable pack that has room enough to hold your water bottles.
The Food that you bring will depend on your individual tastes and the nature of the walk you are planning. High energy snack foods are popular because they are light and carry well in the pack. Others are salty foods, trail mix, hard candy and electrolyte powder or drink.
When it comes to clothing - be prepared for anything.
The key is layers so that you can adjust easily to changes in weather and temperature. For the inner layer, avoid cotton as it absorbs moisture thereby keeping it close to your body. Best are man-made "poly" type fibers. These will wick moisture away from the body.
This includes your socks. A thin inner poly layer can be covered with a thicker layer of another material for cushioning.
The outermost layer should be wind resistant and don't forget a raincoat. If you are properly prepared walk in the rain can be a wonderful experience.
Make one of your optional layers a heavy wool sweater along with warm wool hat. These can be extremely useful when "sunny and cool" suddenly turns to "cloudy, damp, and cold".
You can never count on fair weather. Plan for the worst. But don't let a little bad weather discourage you. Think of it as "atmosphere". A little wind and rain will make the next pub stop that much cozier.
Invest in a good pair walking, running or hiking shoes that do not bind either at the toes or on the sides. Be sure to break them in before using them on the extended distances.
A hat, preferably with a wide brim, will help keep you cool and protect you from the sun. A bandana is good head protection and is an all around useful item to have.
Sunglasses with polarized lenses are essential eye protection.
For skin protection you will need +30PF or higher sunscreen.
Walking Stick
Moleskin or molefoam for blisters
Insect repellent
Map
First-aid kit
Flashlight (make sure the batteries are fresh)
Camera, film
Notebook and pen
Binoculars
Compass
GPS
Pedometer
Electrical outlet converter (depending where you travel)