Essential Items: High SPF sunscreen (desert sun is intense), sunglasses, hat or cap, comfortable closed-toe shoes (sandals are fine for Downtown but not ideal for desert), fully charged camera/phone, portable charger.
Clothing: Light, breathable clothes for desert, but bring a light jacket or cardigan for heavily air-conditioned Dubai Mall and vehicle. Modest clothing is respectful (shoulders and knees covered for mall). Layers work best since you'll go from desert heat to Arctic mall air-conditioning.
Practical: Cash for lunch (we stop near restaurants), water bottle (we provide water but extra is good), any medications you need, wet wipes or hand sanitizer. Small backpack is handy.
Optional: Swimwear if your hotel has a pool and you want to refresh before Downtown portion (we can arrange brief hotel stop).