Sounds obvious, but I always have a bit of scrap paper to hand when working on a picture.
It’s useful for stuff like trying out a colour before you commit to the real thing. Seeing if your paint is too watery. And pencils… I’m still like a kid when I get a new set of pencils but sometimes, although they look great with the lovely sharp finish, you need to give them a good rub on a piece of scrap paper to get the texture and colour working how you want.
And then if you like to get messy with pastels, it’s always great to have sometime under your hand so your not smudging where you didn’t intend to.