Pretty much every online registry site has a list of things you "need" for baby. You could also try googling it. That's what I did when I found out that I was pregnant. Then I talked to friends and relatives who looked over the list and who told me what I actually did need and what was crap....
I don't know about a list on the internet, but here is what I bought:
crib , or bassinet at first
carseat (alot of places like walmart, have the carseat and stroller combos, they are cheaper that way.)
formula on hand, if you aren't going to breastfeed
lots of diapers, they go through them fast, so stockpile
the tummy drops...Mylecon (sp??)
a bouncy chair is great, they have the one's that vibrate now
bottles (even if you breastfeed)
breast pump (if you choose to breastfeed)
diaper rash cream
i know it is overwhelming at first. I recommend having a baby shower, to get some help getting the stuff you need. I loved picking out baby stuff. Good luck sweetie!
crib sheets and crib set (blanket/bumper pads)
clothes (some 0-3month stuff but 3 month+ stuff is likely to last longer, cause they outgrow the lil stuff fast!!!)