Ramadan Mubarak to you too and to all PWers as well !!!
So far i have only UV filter which is mostly used to protect the lens itself. UV filters are for avoiding bluish colour on snow etc. at high altitudes where UV rays are more effective. Otherwise these are merely used to protect the lens glass.
Good to hear that your gear is arriving soon inshallah 
Bag is a MUST and get one which can hold 2,3 extra lenses along with body. Also, spend some money on a good memory card. Preferably class 10 with speed of around 20mb/sec. I initially used class 6 card but it was slow for my T2i. So then got a 16GB class 10 which is performing really good.
Go through this link to get an idea about very common filters and see if you wanna use any of these.
Introduction to Filters for DSLRs