It really depends on what the daycare does and doesn't supply.
With our daughter we had to supply nappies, change of clothes and milk if breastfeeding or lactose intolerant (both of which she was). We were given a drawer while she was a baby and put 4 changes of clothes and nappies in there. They supplied all food, blankets, bibs etc.
But I know every daycare is setup differently - so wouldn't hurt to take too much on the first day and then leave with whatever they don't want you to bring. Better than not taking enough or the right stuff.
Good luck!