RE: Necessities for the first elk hunt.
Ask your outfitter to send you a list of what he provides and a recommended list of what you should bring.
As posted earlier cotton is not the best. You don' t need to spend a fortune on all new hunting gear out of Cabellas however, camo is not necessary, just earth tones is good, you will probably be wearing hunter orange anyway.
Don' t go with the one big coat, wear several layers and shed or add as the temperature changes.
I like to wear three different thicknesses of insulated underwear shirts then shed or add as required. Fleece is a great substitute for wool, much more comfortable and very quiet, microfleece does a good job .
Some misc stuff: good warm gloves, a stocking cap to keep your head warm in the sleeping bag, good socks liner and warm pair, sunscreen, chapstick, foam earplugs in case someone snores. A good way to decide on personal items is to visualize yourself going through a day and what you will need at each step.
Don' t worry about cougars and bears, you do not need a sidearm.
If you are going with a good outfitter a map of the area and a compass are all you will need. GPS is cool but certainly not a necessity.
You don' t need a bipod, you can use your daypack for a rest or available terrain.
Think light, the less you have to carry around the more fun you will have.
I would definitely bring a water jug and PUR water filter though. I would want to be responsible for making sure I could get water when needed.
Get in shape, the better condition you are in the better your chances of success on your hunt. Practice off hand with your rifle.
Good luck on your hunt!
Lastly, the only stupid questions are the ones you don' t ask. Ask away?