No sleep. LOL Having a puppy is almost like having a baby. They have to take nighttime potty breaks and require constant supervision. I would say a crate, chew toys, harness and leash, and a little bit of whatever food Gatsby is on now plus a bag of what you want to transition him to. Those would be my big picks.
The crate especially because puppies tend to overdo it and sometimes they just need a place that they can rest and you know they are safe (not getting into everything). Crate training is difficult at time, they whine and cry but once you are over the hump most dogs will end up liking their crate in the end.
The chew toys because we all know how sharp those little puppy teeth can be!
Good luck with your new pup and I can't wait to see photos of little Gatsby (just love that name!)