I went to Burning Man in 2001 but haven’t been back since.
I highly recommend you read the survival guide on the Burning Man website before you go. It has a lot of important things that you really need to know about.
Burning man is a very harsh, almost alien environment. It can be windy, rainy, muddy, but will be most likely very hot and dry and alkali-dusty during the day, and may be cooler at night - and windy (bring goggles and/or handkerchief to keep dust from getting in your nose/mouth/eyes). It’s kind of like being on the moon. Don’t bring anything you aren’t prepared to take back out (including all garbage) unless you plan to give it away to other people. Burning Man is a gift economy, meaning people give you things, you give people things - not so much bartering as pay-it-forward. And gifts don’t have to be tangible - you can give someone a hug, advice, a dance. The only things for actual money sale at Burning Man are coffee drinks in center camp and ice - at least, that was the case when I was there.
My experience has been that you get out of Burning Man what you put in - most people volunteer in some respect, and if you go just expecting to do a lot of drugs and have a lot of sex with strange people and dance all night, that’s what you’ll experience. If you go to interact with people and artwork, that’s what you’ll experience. I tried to be completely open-minded and had a fantastic time, but not everyone does - as I said before, the environment is really harsh and isn’t for everyone. I’ll never understand why people bring dogs or very small children; it just seems cruel to me.
Having a bike is pretty important if you want to get from one place to another, but don’t bring a bike that you mind getting full of dust and grime or that you’d mind if someone (mistakenly) took. In fact, don’t bring anything valuable at all, because it will likely just get ruined by all the dust. Bring an open mind and creativity, bring something you can give back to the community. Also, one-ply toilet paper (they’re pretty strict about what can go in the porta potties). I do recommend bringing baby wipes, because dust gets EVERYWHERE and unless you’re camping with a big, organized theme camp you aren’t likely to have access to any sort of a shower.
In terms of food, I would bring things that don’t take a lot of effort to prepare. The heat you will probably experience just saps your energy. I brought things like Tasty Bites and Luna Bars - and having premade, frozen pasta sauce is a good idea as long as you’re up for making pasta to go with it. After a few days you will probably crave fresh fruit/veggies - you might want to bring some baby carrots, snap peas, grapes - things that can survive several days in a big cooler as long as you replace the ice and don’t require any preparation.
Pretty much anything goes, as long as you aren’t hurting/offending anyone else. And for your first time, you might want to hook up with a group of people who are camping together (if possible); it helps to share resources. There are regional Burning Man lists and groups who could get you hooked up with people from your area if you’re interested. I think as long as you read up on the Burning Man website ahead of time, and as long as you’re prepared for just about anything, you’ll have a great time. Say hi to the people running Dance Dance Immolation (if you see it) - they’re friends of mine.