An open mind would be the best starting point possible.
The easy answer is whatever you want. However, as a mediator I would urge you to bring documents / evidence what are helpful to move your discussion forward.
Mediation is an informal process so generally people do not bring evidence or documents. However, if you want to discuss specific evidence or documents then you should bring them.
Depending on how much preparation there is you may have already discussed with the mediator what you want to bring to the mediation.
Just remember, mediation is an opportunity to approach this problem differently to the way you approach a court case. If you do bring something think about how it will impact the discussion. Will it help move the conversation forward or will it just reignite old arguments?