The very first thing I would do is check among my original seven and see if any of them has green glass among their preferences. If one turns up, that dwarf gets no skills: they will be learning on the job and they will be doing a lot of work. The glass industry can replace a lot of other stuff, and if you're heating it with magma and using green glass only, it's completely free.
Whether or not I had a dwarf with an affinity for green glass, I'd take either a lot of bags, or the materials and skills to make a lot of them, quickly. I've seen a hard working glassmaker get so fast at their job, that out of five magma glass furnaces, four were gathering sand continually and one was making products, and the four still couldn't keep up. Obviously you won't start off with a rate like this, but you will want a lot of bags for sand.
I would definitely take along several magma-safe stones that I could use for building mechanisms, floodgates and anything else that needs to be around the hot stuff, just in case the map itself doesn't provide any. You don't need enough to set up your entire magma based industrial sector, but you do need at least enough to get control of the magma and cast some obsidian, just in case it's your only local magma-safe option.
This has nothing to do with what you bring, but I would avoid building or storing anything in the soil layers, or at least not with any plans to leave it there long-term. Farming for crops is an exception but those only take up a tiny amount of space. If you're in a desert, you'll probably want to make a tree farm and grazing area eventually, and it's easier to make a really big one (or a small one that can be expanded quickly and simply as needed) if you do it in the soil layers instead of depending on mining and irrigating rock layers.